Soc. Generale Call 1.4 AT1 20.09.2024
/ DE000SW1ZJA7
Soc. Generale Call 1.4 AT1 20.09..../ DE000SW1ZJA7 /
| 7/5/2024 9:36:34 PM |
Chg.+0.240 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.940EUR |
+3.58% |
6.950
Bid Size: 500 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZJA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.07 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.62 |
| Parity: |
6.80 |
| Time value: |
0.17 |
| Break-even: |
2.10 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.89 |
| Rho: |
0.00 |
Quote data
| Open: |
6.660 |
| High: |
6.940 |
| Low: |
6.620 |
| Previous Close: |
6.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.33% |
| 1 Month |
|
|
-8.68% |
| 3 Months |
|
|
+26.41% |
| YTD |
|
|
-43.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.940 |
5.650 |
| 1M High / 1M Low: |
7.600 |
5.300 |
| 6M High / 6M Low: |
10.550 |
4.300 |
| High (YTD): |
1/2/2024 |
11.330 |
| Low (YTD): |
3/4/2024 |
4.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.820 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.48% |
| Volatility 6M: |
|
138.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
