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Soc. Generale Put 2600 AZO 20.09..../  DE000SW3X8G0  /

EUWAX
2024-06-21  9:22:39 AM Chg.-0.020 Bid11:34:24 AM Ask11:34:24 AM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 10,000		 0.230
Ask Size: 10,000		 AutoZone Inc 2,600.00 USD 2024-09-20 Put
 

Master data

WKN: SW3X8G
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,600.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -133.80
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -3.81
Time value: 0.21
Break-even: 2,407.57
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 16.67%
Delta: -0.11
Theta: -0.35
Omega: -14.67
Rho: -0.82
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.23%
1 Month
  -70.73%
3 Months
  -65.71%
YTD
  -93.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.140
1M High / 1M Low: 0.590 0.140
6M High / 6M Low: 1.940 0.140
High (YTD): 2024-01-09 1.940
Low (YTD): 2024-06-20 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.793
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.71%
Volatility 6M:   159.08%
Volatility 1Y:   -
Volatility 3Y:   -