Soc. Generale Call 260 AYI 20.09.2024
/ DE000SW8TKG0
Soc. Generale Call 260 AYI 20.09..../ DE000SW8TKG0 /
2024-06-05 9:50:25 PM |
Chg.+0.300 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
+23.08% |
1.660 Bid Size: 1,900 |
1.770 Ask Size: 1,900 |
Acuity Brands Inc |
260.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SW8TKG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Acuity Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
-1.17 |
Time value: |
1.43 |
Break-even: |
253.23 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.10 |
Spread %: |
7.52% |
Delta: |
0.46 |
Theta: |
-0.09 |
Omega: |
7.34 |
Rho: |
0.27 |
Quote data
Open: |
1.200 |
High: |
1.650 |
Low: |
1.180 |
Previous Close: |
1.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.43% |
1 Month |
|
|
-22.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.800 |
1.300 |
1M High / 1M Low: |
2.330 |
1.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.975 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |