Soc. Generale Call 260 AYI 20.12.2024
/ DE000SW8TKM8
Soc. Generale Call 260 AYI 20.12..../ DE000SW8TKM8 /
| 2024-05-16 9:47:06 PM |
Chg.-0.080 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
-2.59% |
2.950
Bid Size: 1,100 |
3.090
Ask Size: 1,100 |
Acuity Brands Inc |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW8TKM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
2.67 |
| Break-even: |
271.19 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.14 |
| Spread %: |
4.52% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
4.68 |
| Rho: |
0.71 |
Quote data
| Open: |
2.940 |
| High: |
3.100 |
| Low: |
2.940 |
| Previous Close: |
3.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.53% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.890 |
| 1M High / 1M Low: |
3.120 |
2.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
