Soc. Generale Put 2700 AZO 21.06.2024
/ DE000SY0LST8
Soc. Generale Put 2700 AZO 21.06..../ DE000SY0LST8 /
2024-06-12 10:09:30 AM |
Chg.-0.045 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-60.00% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,700.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SY0LST |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,700.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-05-20 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-218.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-1.03 |
Time value: |
0.12 |
Break-even: |
2,501.99 |
Moneyness: |
0.96 |
Premium: |
0.04 |
Premium p.a.: |
4.75 |
Spread abs.: |
0.03 |
Spread %: |
27.66% |
Delta: |
-0.18 |
Theta: |
-1.71 |
Omega: |
-39.17 |
Rho: |
-0.12 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.075 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-80.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.065 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |