Soc. Generale Put 250 AYI 21.06.2024
/ DE000SW8TJQ1
Soc. Generale Put 250 AYI 21.06.2.../ DE000SW8TJQ1 /
| 2024-06-05 9:39:17 PM |
Chg.-0.290 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-45.31% |
0.310
Bid Size: 9,700 |
0.380
Ask Size: 9,700 |
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: |
-30.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
0.50 |
| Break-even: |
222.24 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.12 |
| Spread %: |
19.05% |
| Delta: |
-0.54 |
| Theta: |
-0.18 |
| Omega: |
-16.33 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.470 |
| High: |
0.530 |
| Low: |
0.330 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.300 |
| 1M High / 1M Low: |
0.640 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
743.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
