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Soc. Generale Call 1.5 AT1 20.12..../  DE000SV9TCF8  /

EUWAX
2024-11-08  10:19:10 AM Chg.+0.73 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
12.91EUR +5.99% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.50 EUR 2024-12-20 Call
 

Master data

WKN: SV9TCF
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-18
Last trading day: 2024-12-19
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.58
Leverage: Yes

Calculated values

Fair value: 5.92
Intrinsic value: 5.80
Implied volatility: 4.62
Historic volatility: 0.60
Parity: 5.80
Time value: 7.34
Break-even: 2.81
Moneyness: 1.39
Premium: 0.35
Premium p.a.: 13.74
Spread abs.: 0.22
Spread %: 1.70%
Delta: 0.84
Theta: -0.01
Omega: 1.33
Rho: 0.00
 

Quote data

Open: 12.91
High: 12.91
Low: 12.91
Previous Close: 12.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.78%
1 Month
  -4.37%
3 Months  
+126.49%
YTD  
+1.33%
1 Year  
+36.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.00 12.18
1M High / 1M Low: 15.60 12.09
6M High / 6M Low: 15.60 5.36
High (YTD): 2024-10-17 15.60
Low (YTD): 2024-03-27 3.71
52W High: 2024-10-17 15.60
52W Low: 2024-03-27 3.71
Avg. price 1W:   12.78
Avg. volume 1W:   0.00
Avg. price 1M:   14.11
Avg. volume 1M:   0.00
Avg. price 6M:   9.20
Avg. volume 6M:   0.00
Avg. price 1Y:   8.61
Avg. volume 1Y:   0.00
Volatility 1M:   72.54%
Volatility 6M:   106.92%
Volatility 1Y:   142.61%
Volatility 3Y:   -