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Soc. Generale Put 2400 AZO 17.01..../  DE000SU5N346  /

Frankfurt Zert./SG
2024-06-21  8:49:59 AM Chg.-0.050 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.240EUR -17.24% 0.240
Bid Size: 10,000		 0.380
Ask Size: 10,000		 AutoZone Inc 2,400.00 USD 2025-01-17 Put
 

Master data

WKN: SU5N34
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,400.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-12
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -85.15
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -5.68
Time value: 0.33
Break-even: 2,208.75
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 10.00%
Delta: -0.10
Theta: -0.23
Omega: -8.89
Rho: -1.88
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -52.00%
1 Month
  -58.62%
3 Months
  -36.84%
YTD
  -81.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.270
1M High / 1M Low: 0.690 0.270
6M High / 6M Low: 1.540 0.270
High (YTD): 2024-01-09 1.540
Low (YTD): 2024-06-19 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   0.774
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.47%
Volatility 6M:   110.19%
Volatility 1Y:   -
Volatility 3Y:   -