Soc. Generale Call 1.4 AT1 20.12.2024
/ DE000SW2GE72
Soc. Generale Call 1.4 AT1 20.12..../ DE000SW2GE72 /
30/08/2024 21:45:00 |
Chg.+0.490 |
Bid21:59:52 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.480EUR |
+5.45% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SW2GE7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.40 EUR |
Maturity: |
20/12/2024 |
Issue date: |
18/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.33 |
Intrinsic value: |
6.80 |
Implied volatility: |
1.49 |
Historic volatility: |
0.64 |
Parity: |
6.80 |
Time value: |
2.81 |
Break-even: |
2.36 |
Moneyness: |
1.49 |
Premium: |
0.14 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
1.77 |
Rho: |
0.00 |
Quote data
Open: |
8.970 |
High: |
9.670 |
Low: |
8.970 |
Previous Close: |
8.990 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+9.47% |
1 Month |
|
|
+37.39% |
3 Months |
|
|
+9.09% |
YTD |
|
|
-29.25% |
1 Year |
|
|
+83.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.140 |
8.660 |
1M High / 1M Low: |
10.140 |
6.490 |
6M High / 6M Low: |
10.140 |
4.760 |
High (YTD): |
02/01/2024 |
12.340 |
Low (YTD): |
04/03/2024 |
4.760 |
52W High: |
28/12/2023 |
13.430 |
52W Low: |
04/03/2024 |
4.760 |
Avg. price 1W: |
|
9.266 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.837 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.253 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
96.36% |
Volatility 6M: |
|
123.52% |
Volatility 1Y: |
|
121.45% |
Volatility 3Y: |
|
- |