Soc. Generale Put 250 AYI 20.12.2024
/ DE000SW8TJT5
Soc. Generale Put 250 AYI 20.12.2.../ DE000SW8TJT5 /
| 2024-06-05 12:03:51 PM |
Chg.-0.080 |
Bid12:48:50 PM |
Ask12:48:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
-3.81% |
2.020
Bid Size: 1,500 |
2.300
Ask Size: 1,500 |
Acuity Brands Inc |
250.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SW8TJT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
1.95 |
| Break-even: |
207.74 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
4.27% |
| Delta: |
-0.44 |
| Theta: |
-0.05 |
| Omega: |
-4.49 |
| Rho: |
-0.66 |
Quote data
| Open: |
1.980 |
| High: |
2.030 |
| Low: |
1.980 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
-2.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.750 |
| 1M High / 1M Low: |
2.100 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
