Soc. Generale Put 2400 AZO 20.09.2024
/ DE000SW3X8F2
Soc. Generale Put 2400 AZO 20.09..../ DE000SW3X8F2 /
| 6/21/2024 9:43:23 PM |
Chg.+0.007 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
+13.46% |
0.059
Bid Size: 10,000 |
0.091
Ask Size: 10,000 |
AutoZone Inc |
2,400.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW3X8F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,400.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-322.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-5.68 |
| Time value: |
0.09 |
| Break-even: |
2,233.05 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.03 |
| Spread %: |
58.18% |
| Delta: |
-0.05 |
| Theta: |
-0.21 |
| Omega: |
-15.45 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.001 |
| High: |
0.059 |
| Low: |
0.001 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.86% |
| 1 Month |
|
|
-75.42% |
| 3 Months |
|
|
-57.86% |
| YTD |
|
|
-94.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.008 |
| 1M High / 1M Low: |
0.260 |
0.008 |
| 6M High / 6M Low: |
1.210 |
0.008 |
| High (YTD): |
1/9/2024 |
1.210 |
| Low (YTD): |
6/19/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,915.65% |
| Volatility 6M: |
|
796.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
