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Soc. Generale Call 350 ACN 20.12..../  DE000SN2PHT1  /

EUWAX
2024-11-12  9:19:40 AM Chg.+0.16 Bid9:46:26 PM Ask9:46:26 PM Underlying Strike price Expiration date Option type
1.58EUR +11.27% 1.97
Bid Size: 45,000		 2.01
Ask Size: 45,000		 Accenture PLC 350.00 USD 2024-12-20 Call
 

Master data

WKN: SN2PHT
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2024-12-20
Issue date: 2022-05-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.04
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.68
Implied volatility: 0.31
Historic volatility: 0.21
Parity: 0.68
Time value: 1.08
Break-even: 345.83
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 1.73%
Delta: 0.61
Theta: -0.19
Omega: 11.67
Rho: 0.20
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.92%
1 Month
  -26.17%
3 Months  
+90.36%
YTD
  -55.49%
1 Year
  -36.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 0.98
1M High / 1M Low: 2.95 0.98
6M High / 6M Low: 2.95 0.39
High (YTD): 2024-03-08 5.57
Low (YTD): 2024-06-14 0.39
52W High: 2024-03-08 5.57
52W Low: 2024-06-14 0.39
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   1.17
Avg. volume 6M:   0.00
Avg. price 1Y:   2.21
Avg. volume 1Y:   0.00
Volatility 1M:   296.30%
Volatility 6M:   232.42%
Volatility 1Y:   186.08%
Volatility 3Y:   -