Soc. Generale Call 320 AYI 20.12.2024
/ DE000SW8TKQ9
Soc. Generale Call 320 AYI 20.12..../ DE000SW8TKQ9 /
2024-06-03 9:51:34 PM |
Chg.-0.070 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-9.33% |
0.670 Bid Size: 4,500 |
0.720 Ask Size: 4,500 |
Acuity Brands Inc |
320.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SW8TKQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Acuity Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 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: |
26.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-5.56 |
Time value: |
0.89 |
Break-even: |
303.76 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.07 |
Spread %: |
8.54% |
Delta: |
0.27 |
Theta: |
-0.06 |
Omega: |
7.26 |
Rho: |
0.31 |
Quote data
Open: |
0.760 |
High: |
0.780 |
Low: |
0.590 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.86% |
1 Month |
|
|
-22.73% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.680 |
1M High / 1M Low: |
1.070 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.718 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.899 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |