Soc. Generale Call 280 AYI 20.12.2024
/ DE000SW8TKN6
Soc. Generale Call 280 AYI 20.12..../ DE000SW8TKN6 /
| 2024-05-16 9:01:42 AM |
Chg.+0.10 |
Bid6:36:12 PM |
Ask6:36:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
+5.10% |
2.18
Bid Size: 5,000 |
2.30
Ask Size: 5,000 |
Acuity Brands Inc |
280.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW8TKN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 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: |
10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-1.26 |
| Time value: |
2.32 |
| Break-even: |
280.36 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.12 |
| Spread %: |
5.45% |
| Delta: |
0.51 |
| Theta: |
-0.07 |
| Omega: |
5.40 |
| Rho: |
0.61 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.98% |
| 1 Month |
|
|
+5.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.90 |
| 1M High / 1M Low: |
2.23 |
1.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
