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Soc. Generale Put 2800 AZO 17.01..../  DE000SU5N6J2  /

Frankfurt Zert./SG
2024-09-23  9:19:16 PM Chg.-0.060 Bid9:45:50 PM Ask9:45:50 PM Underlying Strike price Expiration date Option type
0.830EUR -6.74% 0.810
Bid Size: 30,000		 0.880
Ask Size: 30,000		 AutoZone Inc 2,800.00 USD 2025-01-17 Put
 

Master data

WKN: SU5N6J
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,800.00 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: -28.80
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -1.98
Time value: 0.94
Break-even: 2,415.13
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.38
Spread abs.: 0.07
Spread %: 8.05%
Delta: -0.28
Theta: -0.63
Omega: -8.16
Rho: -2.74
 

Quote data

Open: 0.800
High: 0.860
Low: 0.800
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.75%
1 Month  
+9.21%
3 Months
  -19.42%
YTD
  -71.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.800
1M High / 1M Low: 0.890 0.550
6M High / 6M Low: 1.950 0.550
High (YTD): 2024-01-09 3.290
Low (YTD): 2024-09-02 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.751
Avg. volume 1M:   0.000
Avg. price 6M:   1.230
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.30%
Volatility 6M:   129.09%
Volatility 1Y:   -
Volatility 3Y:   -