Soc. Generale Call 340 AYI 20.12.2024
/ DE000SW8TKR7
Soc. Generale Call 340 AYI 20.12..../ DE000SW8TKR7 /
| 2024-10-31 9:48:03 PM |
Chg.+0.010 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.160
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
Acuity Brands Inc |
340.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW8TKR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Acuity Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 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: |
86.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-3.51 |
| Time value: |
0.32 |
| Break-even: |
316.32 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.09 |
| Spread %: |
39.13% |
| Delta: |
0.19 |
| Theta: |
-0.09 |
| Omega: |
16.11 |
| Rho: |
0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.250 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-39.29% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.160 |
| 1M High / 1M Low: |
0.570 |
0.160 |
| 6M High / 6M Low: |
0.740 |
0.022 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.32% |
| Volatility 6M: |
|
653.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
