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Soc. Generale Put 2800 AZO 20.12..../  DE000SU0WLD8  /

Frankfurt Zert./SG
2024-06-21  10:57:28 AM Chg.-0.080 Bid11:14:58 AM Ask11:14:58 AM Underlying Strike price Expiration date Option type
0.840EUR -8.70% 0.830
Bid Size: 3,700		 0.980
Ask Size: 3,700		 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: 0.850
Low: 0.840
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.26%
1 Month
  -46.50%
3 Months
  -6.67%
YTD
  -70.83%
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:   -