Soc. Generale Call 260 AYI 20.09.2024
/ DE000SW8TKG0
Soc. Generale Call 260 AYI 20.09..../ DE000SW8TKG0 /
| 2024-05-27 9:45:13 PM |
Chg.+0.030 |
Bid9:46:36 PM |
Ask9:46:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
+1.50% |
-
Bid Size: - |
-
Ask Size: - |
Acuity Brands Inc |
260.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW8TKG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.27 |
| Time value: |
1.97 |
| Break-even: |
262.11 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.16 |
| Spread %: |
7.69% |
| Delta: |
0.59 |
| Theta: |
-0.10 |
| Omega: |
6.33 |
| Rho: |
0.38 |
Quote data
| Open: |
1.920 |
| High: |
2.030 |
| Low: |
1.910 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+14.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
2.000 |
| 1M High / 1M Low: |
2.330 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
