Soc. Generale Put 250 AYI 20.09.2024
/ DE000SW8TJR9
Soc. Generale Put 250 AYI 20.09.2.../ DE000SW8TJR9 /
| 2024-05-28 8:58:54 AM |
Chg.-0.01 |
Bid11:38:13 AM |
Ask11:38:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-0.98% |
1.02
Bid Size: 3,000 |
1.23
Ask Size: 3,000 |
Acuity Brands Inc |
250.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW8TJR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-20.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-1.19 |
| Time value: |
1.17 |
| Break-even: |
218.47 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
8.33% |
| Delta: |
-0.34 |
| Theta: |
-0.06 |
| Omega: |
-6.99 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
-36.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.98 |
| 1M High / 1M Low: |
1.80 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
