Soc. Generale Call 270 ACN 21.06.2024
/ DE000SN4WTD2
Soc. Generale Call 270 ACN 21.06..../ DE000SN4WTD2 /
| 2024-05-31 9:51:11 PM |
Chg.-0.260 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-14.05% |
1.660
Bid Size: 1,900 |
1.680
Ask Size: 1,900 |
Accenture PLC |
270.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SN4WTD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Accenture PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
1.13 |
| Time value: |
0.56 |
| Break-even: |
265.78 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.70 |
| Theta: |
-0.24 |
| Omega: |
10.79 |
| Rho: |
0.09 |
Quote data
| Open: |
1.660 |
| High: |
1.750 |
| Low: |
1.470 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.87% |
| 1 Month |
|
|
-50.62% |
| 3 Months |
|
|
-84.91% |
| YTD |
|
|
-79.95% |
| 1 Year |
|
|
-75.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
1.590 |
| 1M High / 1M Low: |
4.250 |
1.590 |
| 6M High / 6M Low: |
11.030 |
1.590 |
| High (YTD): |
2024-03-07 |
11.030 |
| Low (YTD): |
2024-05-31 |
1.590 |
| 52W High: |
2024-03-07 |
11.030 |
| 52W Low: |
2024-05-31 |
1.590 |
| Avg. price 1W: |
|
2.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.538 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
156.22% |
| Volatility 6M: |
|
100.06% |
| Volatility 1Y: |
|
88.14% |
| Volatility 3Y: |
|
- |
