Soc. Generale Call 260 AYI 21.06.2024
/ DE000SW8TKB1
Soc. Generale Call 260 AYI 21.06..../ DE000SW8TKB1 /
| 2024-05-16 9:01:40 AM |
Chg.+0.130 |
Bid12:30:38 PM |
Ask12:30:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+15.48% |
1.020
Bid Size: 3,000 |
1.430
Ask Size: 3,000 |
Acuity Brands Inc |
260.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW8TKB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
0.71 |
| Break-even: |
251.59 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.15 |
| Spread %: |
13.27% |
| Delta: |
0.63 |
| Theta: |
-0.14 |
| Omega: |
12.09 |
| Rho: |
0.14 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.99% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.780 |
| 1M High / 1M Low: |
1.190 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
