Soc. Generale Call 310 ACN 21.06.2024
/ DE000SN2PHP9
Soc. Generale Call 310 ACN 21.06..../ DE000SN2PHP9 /
2024-05-17 9:48:37 PM |
Chg.-0.240 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-23.08% |
0.820 Bid Size: 3,700 |
0.830 Ask Size: 3,700 |
Accenture PLC |
310.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SN2PHP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Accenture PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 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: |
34.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
-0.59 |
Time value: |
0.82 |
Break-even: |
293.42 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
0.44 |
Theta: |
-0.16 |
Omega: |
15.14 |
Rho: |
0.11 |
Quote data
Open: |
0.880 |
High: |
0.930 |
Low: |
0.720 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.37% |
1 Month |
|
|
-56.52% |
3 Months |
|
|
-86.99% |
YTD |
|
|
-83.61% |
1 Year |
|
|
-71.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.800 |
1M High / 1M Low: |
1.880 |
0.800 |
6M High / 6M Low: |
7.540 |
0.800 |
High (YTD): |
2024-03-07 |
7.540 |
Low (YTD): |
2024-05-17 |
0.800 |
52W High: |
2024-03-07 |
7.540 |
52W Low: |
2024-05-17 |
0.800 |
Avg. price 1W: |
|
0.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.188 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.356 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.901 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
199.59% |
Volatility 6M: |
|
134.06% |
Volatility 1Y: |
|
121.40% |
Volatility 3Y: |
|
- |