Soc. Generale Put 250 AYI 21.06.2024
/ DE000SW8TJQ1
Soc. Generale Put 250 AYI 21.06.2.../ DE000SW8TJQ1 /
2024-05-15 9:36:20 PM |
Chg.-0.090 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-26.47% |
- Bid Size: - |
- Ask Size: - |
Acuity Brands Inc |
250.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SW8TJQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Acuity Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 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: |
-63.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-1.16 |
Time value: |
0.38 |
Break-even: |
227.38 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
-0.27 |
Theta: |
-0.09 |
Omega: |
-17.05 |
Rho: |
-0.07 |
Quote data
Open: |
0.270 |
High: |
0.300 |
Low: |
0.220 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-26.47% |
1 Month |
|
|
-77.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.250 |
1M High / 1M Low: |
1.270 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |