Soc. Generale Call 240 AYI 21.06.2024
/ DE000SW9C9M5
Soc. Generale Call 240 AYI 21.06..../ DE000SW9C9M5 /
| 16/05/2024 08:27:32 |
Chg.+0.06 |
Bid13:38:54 |
Ask13:38:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+2.87% |
2.26
Bid Size: 1,400 |
3.11
Ask Size: 1,400 |
Acuity Brands Inc |
240.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SW9C9M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
2.41 |
| Time value: |
0.38 |
| Break-even: |
248.32 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.29 |
| Spread %: |
11.60% |
| Delta: |
0.83 |
| Theta: |
-0.12 |
| Omega: |
7.25 |
| Rho: |
0.17 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.01 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
