Soc. Generale Call 240 AYI 21.06.2024
/ DE000SW9C9M5
Soc. Generale Call 240 AYI 21.06..../ DE000SW9C9M5 /
| 2024-05-28 11:01:27 AM |
Chg.-0.040 |
Bid11:25:05 AM |
Ask11:25:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
-2.03% |
1.920
Bid Size: 1,600 |
2.780
Ask Size: 1,600 |
Acuity Brands Inc |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW9C9M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
2.11 |
| Time value: |
0.47 |
| Break-even: |
246.77 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.37 |
| Spread %: |
16.74% |
| Delta: |
0.78 |
| Theta: |
-0.21 |
| Omega: |
7.34 |
| Rho: |
0.11 |
Quote data
| Open: |
1.780 |
| High: |
1.940 |
| Low: |
1.780 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.52% |
| 1 Month |
|
|
+8.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.970 |
| 1M High / 1M Low: |
2.540 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
