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Soc. Generale Call 260 ACN 21.06..../  DE000SN4WTC4  /

EUWAX
2024-06-03  8:41:35 AM Chg.-0.14 Bid10:46:04 AM Ask10:46:04 AM Underlying Strike price Expiration date Option type
2.23EUR -5.91% 2.23
Bid Size: 1,400		 2.59
Ask Size: 1,400		 Accenture PLC 260.00 USD 2024-06-21 Call
 

Master data

WKN: SN4WTC
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-06-21
Issue date: 2022-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.79
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 2.05
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 2.05
Time value: 0.36
Break-even: 263.67
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 0.84%
Delta: 0.80
Theta: -0.23
Omega: 8.68
Rho: 0.09
 

Quote data

Open: 2.23
High: 2.23
Low: 2.23
Previous Close: 2.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.10%
1 Month
  -39.73%
3 Months
  -78.60%
YTD
  -74.31%
1 Year
  -68.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.49 2.37
1M High / 1M Low: 4.55 2.37
6M High / 6M Low: 11.30 2.37
High (YTD): 2024-03-08 11.30
Low (YTD): 2024-05-31 2.37
52W High: 2024-03-08 11.30
52W Low: 2024-05-31 2.37
Avg. price 1W:   3.05
Avg. volume 1W:   0.00
Avg. price 1M:   3.82
Avg. volume 1M:   0.00
Avg. price 6M:   7.78
Avg. volume 6M:   0.00
Avg. price 1Y:   7.22
Avg. volume 1Y:   0.00
Volatility 1M:   116.94%
Volatility 6M:   84.81%
Volatility 1Y:   75.39%
Volatility 3Y:   -