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Soc. Generale Put 3000 AZO 21.06..../  DE000SV4N2D3  /

EUWAX
2024-06-13  9:52:35 AM Chg.+0.04 Bid11:01:35 AM Ask11:01:35 AM Underlying Strike price Expiration date Option type
1.22EUR +3.39% 1.36
Bid Size: 2,300		 2.40
Ask Size: 2,300		 AutoZone Inc 3,000.00 USD 2024-06-21 Put
 

Master data

WKN: SV4N2D
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 3,000.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -13.94
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.68
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 1.68
Time value: 0.19
Break-even: 2,587.48
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.27
Spread %: 16.88%
Delta: -0.80
Theta: -3.10
Omega: -11.08
Rho: -0.50
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.78%
1 Month  
+29.79%
3 Months  
+23.23%
YTD
  -68.15%
1 Year
  -77.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.18
1M High / 1M Low: 2.03 0.94
6M High / 6M Low: 4.34 0.62
High (YTD): 2024-01-10 4.34
Low (YTD): 2024-03-28 0.62
52W High: 2023-10-25 5.52
52W Low: 2024-03-28 0.62
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   1.98
Avg. volume 6M:   0.00
Avg. price 1Y:   3.25
Avg. volume 1Y:   0.00
Volatility 1M:   244.52%
Volatility 6M:   172.87%
Volatility 1Y:   137.72%
Volatility 3Y:   -