Soc. Generale Put 3300 AZO 17.05.2024
/ DE000SW8E7C9
Soc. Generale Put 3300 AZO 17.05..../ DE000SW8E7C9 /
| 2024-05-10 9:37:01 PM |
Chg.+0.030 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.880EUR |
+1.05% |
2.860
Bid Size: 1,100 |
3.090
Ask Size: 1,100 |
AutoZone Inc |
3,300.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
SW8E7C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,300.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.20 |
| Parity: |
2.98 |
| Time value: |
0.12 |
| Break-even: |
2,753.60 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.23 |
| Spread %: |
8.01% |
| Delta: |
-0.87 |
| Theta: |
-3.78 |
| Omega: |
-7.80 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.220 |
| High: |
2.880 |
| Low: |
2.170 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
+10.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.730 |
| 1M High / 1M Low: |
3.580 |
2.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
