Soc. Generale Call 300 AYI 20.09.2024
/ DE000SW8TKJ4
Soc. Generale Call 300 AYI 20.09..../ DE000SW8TKJ4 /
| 2024-05-16 8:10:00 PM |
Chg.-0.010 |
Bid8:23:32 PM |
Ask8:23:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-1.16% |
0.850
Bid Size: 8,000 |
0.920
Ask Size: 8,000 |
Acuity Brands Inc |
300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW8TKJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
26.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-3.10 |
| Time value: |
0.94 |
| Break-even: |
284.92 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.08 |
| Spread %: |
9.30% |
| Delta: |
0.33 |
| Theta: |
-0.08 |
| Omega: |
8.58 |
| Rho: |
0.25 |
Quote data
| Open: |
0.780 |
| High: |
0.860 |
| Low: |
0.780 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.30% |
| 1 Month |
|
|
+11.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.770 |
| 1M High / 1M Low: |
0.870 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
