Soc. Generale Call 370 ACN 20.12.2024
/ DE000SN2VEG3
Soc. Generale Call 370 ACN 20.12..../ DE000SN2VEG3 /
2024-06-06 8:43:03 AM |
Chg.+0.040 |
Bid9:02:55 AM |
Ask9:02:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+12.90% |
0.360 Bid Size: 8,400 |
0.470 Ask Size: 8,400 |
Accenture PLC |
370.00 - |
2024-12-20 |
Call |
Master data
WKN: |
SN2VEG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Accenture PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2022-06-02 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
71.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
-10.53 |
Time value: |
0.37 |
Break-even: |
373.70 |
Moneyness: |
0.72 |
Premium: |
0.41 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.13 |
Theta: |
-0.04 |
Omega: |
9.00 |
Rho: |
0.16 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.78% |
1 Month |
|
|
-46.15% |
3 Months |
|
|
-91.23% |
YTD |
|
|
-87.13% |
1 Year |
|
|
-86.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.240 |
1M High / 1M Low: |
0.750 |
0.240 |
6M High / 6M Low: |
4.560 |
0.240 |
High (YTD): |
2024-03-08 |
4.560 |
Low (YTD): |
2024-06-04 |
0.240 |
52W High: |
2024-03-08 |
4.560 |
52W Low: |
2024-06-04 |
0.240 |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.531 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.325 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.262 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
189.06% |
Volatility 6M: |
|
146.74% |
Volatility 1Y: |
|
123.00% |
Volatility 3Y: |
|
- |