Soc. Generale Call 1.4 AT1 20.12.2024
/ DE000SW2GE72
Soc. Generale Call 1.4 AT1 20.12..../ DE000SW2GE72 /
| 10/28/2024 4:45:02 PM |
Chg.+0.410 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.270EUR |
+2.59% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 - |
12/20/2024 |
Call |
Master data
| WKN: |
SW2GE7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 - |
| Maturity: |
12/20/2024 |
| Issue date: |
8/18/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.88 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
6.62 |
| Historic volatility: |
0.60 |
| Parity: |
6.80 |
| Time value: |
9.59 |
| Break-even: |
3.04 |
| Moneyness: |
1.49 |
| Premium: |
0.46 |
| Premium p.a.: |
25.98 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
1.15 |
| Rho: |
0.00 |
Quote data
| Open: |
16.110 |
| High: |
16.380 |
| Low: |
16.110 |
| Previous Close: |
15.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.44% |
| 3 Months |
|
|
+120.16% |
| YTD |
|
|
+21.42% |
| 1 Year |
|
|
+60.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
16.460 |
13.960 |
| 6M High / 6M Low: |
16.460 |
6.110 |
| High (YTD): |
10/16/2024 |
16.460 |
| Low (YTD): |
3/4/2024 |
4.760 |
| 52W High: |
10/16/2024 |
16.460 |
| 52W Low: |
3/4/2024 |
4.760 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
15.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
9.251 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
59.38% |
| Volatility 6M: |
|
98.91% |
| Volatility 1Y: |
|
114.43% |
| Volatility 3Y: |
|
- |
