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Soc. Generale Call 270 ACN 21.06..../  DE000SN4WTD2  /

EUWAX
2024-06-05  8:43:19 AM Chg.+0.45 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.83EUR +32.61% -
Bid Size: -		 -
Ask Size: -		 Accenture PLC 270.00 USD 2024-06-21 Call
 

Master data

WKN: SN4WTD
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 2024-06-21
Issue date: 2022-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.98
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.66
Implied volatility: 0.45
Historic volatility: 0.19
Parity: 1.66
Time value: 0.38
Break-even: 268.52
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 0.99%
Delta: 0.77
Theta: -0.25
Omega: 10.05
Rho: 0.08
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.57%
1 Month
  -44.55%
3 Months
  -81.00%
YTD
  -76.78%
1 Year
  -70.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.22 1.38
1M High / 1M Low: 3.78 1.38
6M High / 6M Low: 10.42 1.38
High (YTD): 2024-03-08 10.42
Low (YTD): 2024-06-04 1.38
52W High: 2024-03-08 10.42
52W Low: 2024-06-04 1.38
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   2.90
Avg. volume 1M:   0.00
Avg. price 6M:   6.83
Avg. volume 6M:   0.00
Avg. price 1Y:   6.40
Avg. volume 1Y:   0.00
Volatility 1M:   174.94%
Volatility 6M:   105.49%
Volatility 1Y:   89.23%
Volatility 3Y:   -