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Soc. Generale Call 260 ACN 20.12..../  DE000SN4WTE0  /

Frankfurt Zert./SG
2024-06-06  3:35:43 PM Chg.+0.050 Bid3:43:48 PM Ask3:43:48 PM Underlying Strike price Expiration date Option type
4.380EUR +1.15% 4.450
Bid Size: 40,000		 4.470
Ask Size: 40,000		 Accenture PLC 260.00 USD 2024-12-20 Call
 

Master data

WKN: SN4WTE
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-12-20
Issue date: 2022-07-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 3.64
Intrinsic value: 2.85
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 2.85
Time value: 1.52
Break-even: 282.80
Moneyness: 1.12
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.75
Theta: -0.07
Omega: 4.61
Rho: 0.85
 

Quote data

Open: 4.150
High: 4.380
Low: 4.080
Previous Close: 4.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.77%
1 Month
  -22.34%
3 Months
  -63.65%
YTD
  -54.14%
1 Year
  -43.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.330 3.600
1M High / 1M Low: 6.120 3.600
6M High / 6M Low: 12.590 3.600
High (YTD): 2024-03-07 12.590
Low (YTD): 2024-05-31 3.600
52W High: 2024-03-07 12.590
52W Low: 2024-05-31 3.600
Avg. price 1W:   3.940
Avg. volume 1W:   0.000
Avg. price 1M:   5.141
Avg. volume 1M:   0.000
Avg. price 6M:   8.747
Avg. volume 6M:   0.000
Avg. price 1Y:   8.170
Avg. volume 1Y:   0.000
Volatility 1M:   95.95%
Volatility 6M:   70.97%
Volatility 1Y:   64.53%
Volatility 3Y:   -