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Soc. Generale Call 270 ACN 21.06..../  DE000SN4WTD2  /

Frankfurt Zert./SG
2024-05-29  9:37:50 PM Chg.-0.110 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
2.630EUR -4.01% 2.540
Bid Size: 1,200		 2.560
Ask Size: 1,200		 Accenture PLC 270.00 USD 2024-06-21 Call
 

Master data

WKN: SN4WTD
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 270.00 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: 9.63
Leverage: Yes

Calculated values

Fair value: 2.62
Intrinsic value: 2.56
Implied volatility: 0.41
Historic volatility: 0.19
Parity: 2.56
Time value: 0.29
Break-even: 277.32
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.06%
Delta: 0.85
Theta: -0.17
Omega: 8.16
Rho: 0.13
 

Quote data

Open: 2.450
High: 2.630
Low: 2.420
Previous Close: 2.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.34%
1 Month
  -25.92%
3 Months
  -73.86%
YTD
  -66.83%
1 Year
  -54.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.670 2.740
1M High / 1M Low: 4.250 2.740
6M High / 6M Low: 11.030 2.740
High (YTD): 2024-03-07 11.030
Low (YTD): 2024-05-28 2.740
52W High: 2024-03-07 11.030
52W Low: 2024-05-28 2.740
Avg. price 1W:   3.202
Avg. volume 1W:   0.000
Avg. price 1M:   3.544
Avg. volume 1M:   0.000
Avg. price 6M:   7.246
Avg. volume 6M:   0.000
Avg. price 1Y:   6.583
Avg. volume 1Y:   0.000
Volatility 1M:   114.59%
Volatility 6M:   90.03%
Volatility 1Y:   83.03%
Volatility 3Y:   -