Soc. Generale Put 2800 AZO 20.12.2024
/ DE000SU0WLD8
Soc. Generale Put 2800 AZO 20.12..../ DE000SU0WLD8 /
2024-06-21 3:38:36 PM |
Chg.-0.040 |
Bid3:50:18 PM |
Ask3:50:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-4.35% |
0.880 Bid Size: 40,000 |
0.920 Ask Size: 40,000 |
AutoZone Inc |
2,800.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
SU0WLD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,800.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-18 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-1.95 |
Time value: |
0.97 |
Break-even: |
2,518.38 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.04 |
Spread %: |
4.30% |
Delta: |
-0.28 |
Theta: |
-0.38 |
Omega: |
-8.09 |
Rho: |
-4.39 |
Quote data
Open: |
0.850 |
High: |
0.880 |
Low: |
0.830 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
-43.95% |
3 Months |
|
|
-2.22% |
YTD |
|
|
-69.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
0.920 |
1M High / 1M Low: |
1.870 |
0.920 |
6M High / 6M Low: |
3.220 |
0.880 |
High (YTD): |
2024-01-09 |
3.220 |
Low (YTD): |
2024-03-22 |
0.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.536 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.773 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.88% |
Volatility 6M: |
|
101.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |