Soc. Generale Call 280 ACN 21.06.2024
/ DE000SN2PHN4
Soc. Generale Call 280 ACN 21.06..../ DE000SN2PHN4 /
2024-05-17 9:47:37 PM |
Chg.-0.430 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.580EUR |
-14.29% |
2.600 Bid Size: 1,200 |
2.620 Ask Size: 1,200 |
Accenture PLC |
280.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SN2PHN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Accenture PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-05-30 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.31 |
Intrinsic value: |
2.17 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
2.17 |
Time value: |
0.44 |
Break-even: |
283.72 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
0.77% |
Delta: |
0.80 |
Theta: |
-0.14 |
Omega: |
8.57 |
Rho: |
0.18 |
Quote data
Open: |
2.730 |
High: |
2.820 |
Low: |
2.400 |
Previous Close: |
3.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.42% |
1 Month |
|
|
-34.68% |
3 Months |
|
|
-69.72% |
YTD |
|
|
-63.81% |
1 Year |
|
|
-39.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.010 |
2.580 |
1M High / 1M Low: |
4.060 |
2.470 |
6M High / 6M Low: |
10.120 |
2.470 |
High (YTD): |
2024-03-07 |
10.120 |
Low (YTD): |
2024-05-02 |
2.470 |
52W High: |
2024-03-07 |
10.120 |
52W Low: |
2024-05-02 |
2.470 |
Avg. price 1W: |
|
2.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.613 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.881 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
130.42% |
Volatility 6M: |
|
95.64% |
Volatility 1Y: |
|
90.74% |
Volatility 3Y: |
|
- |