Soc. Generale Put 3200 AZO 20.12.2024
/ DE000SY0NJZ0
Soc. Generale Put 3200 AZO 20.12..../ DE000SY0NJZ0 /
| 2024-06-21 8:13:38 PM |
Chg.+0.070 |
Bid9:23:35 PM |
Ask9:23:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
+2.70% |
2.720
Bid Size: 20,000 |
2.820
Ask Size: 20,000 |
AutoZone Inc |
3,200.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SY0NJZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
1.79 |
| Time value: |
0.91 |
| Break-even: |
2,719.01 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
3.85% |
| Delta: |
-0.56 |
| Theta: |
-0.35 |
| Omega: |
-5.87 |
| Rho: |
-9.25 |
Quote data
| Open: |
2.450 |
| High: |
2.660 |
| Low: |
2.400 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.91% |
| 1 Month |
|
|
-29.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
2.590 |
| 1M High / 1M Low: |
4.320 |
2.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
