Soc. Generale Call 1.4 AT1 20.12.2024
/ DE000SW2GE72
Soc. Generale Call 1.4 AT1 20.12..../ DE000SW2GE72 /
8/16/2024 11:53:09 AM |
Chg.-0.040 |
Bid6:14:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.680EUR |
-0.52% |
7.270 Bid Size: 500 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 EUR |
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 EUR |
Maturity: |
12/20/2024 |
Issue date: |
8/18/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.40 |
Intrinsic value: |
6.80 |
Implied volatility: |
0.76 |
Historic volatility: |
0.63 |
Parity: |
6.80 |
Time value: |
0.90 |
Break-even: |
2.17 |
Moneyness: |
1.49 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
2.36 |
Rho: |
0.00 |
Quote data
Open: |
7.680 |
High: |
7.680 |
Low: |
7.680 |
Previous Close: |
7.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.92% |
1 Month |
|
|
-10.49% |
3 Months |
|
|
-17.60% |
YTD |
|
|
-42.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.720 |
7.210 |
1M High / 1M Low: |
8.580 |
6.250 |
6M High / 6M Low: |
9.450 |
4.760 |
High (YTD): |
1/2/2024 |
12.340 |
Low (YTD): |
3/4/2024 |
4.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.084 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.50% |
Volatility 6M: |
|
121.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |