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Soc. Generale Call 280 ACN 21.06..../  DE000SN2PHN4  /

Frankfurt Zert./SG
10/06/2024  21:51:28 Chg.+0.030 Bid21:59:55 Ask21:59:55 Underlying Strike price Expiration date Option type
1.400EUR +2.19% -
Bid Size: -		 -
Ask Size: -		 Accenture PLC 280.00 USD 21/06/2024 Call
 

Master data

WKN: SN2PHN
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 21/06/2024
Issue date: 30/05/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.82
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.78
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 0.78
Time value: 0.57
Break-even: 273.27
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 1.01
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.66
Theta: -0.39
Omega: 13.03
Rho: 0.05
 

Quote data

Open: 1.130
High: 1.410
Low: 1.100
Previous Close: 1.370
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -51.39%
3 Months
  -84.27%
YTD
  -80.36%
1 Year
  -74.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.320
1M High / 1M Low: 3.010 0.940
6M High / 6M Low: 10.120 0.940
High (YTD): 07/03/2024 10.120
Low (YTD): 31/05/2024 0.940
52W High: 07/03/2024 10.120
52W Low: 31/05/2024 0.940
Avg. price 1W:   1.438
Avg. volume 1W:   0.000
Avg. price 1M:   2.100
Avg. volume 1M:   0.000
Avg. price 6M:   6.064
Avg. volume 6M:   0.000
Avg. price 1Y:   5.677
Avg. volume 1Y:   0.000
Volatility 1M:   227.32%
Volatility 6M:   127.02%
Volatility 1Y:   105.51%
Volatility 3Y:   -