Soc. Generale Call 1.5 AT1 20.12.2024
/ DE000SV9TCF8
Soc. Generale Call 1.5 AT1 20.12..../ DE000SV9TCF8 /
2024-07-26 9:43:10 PM |
Chg.+0.400 |
Bid9:59:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.920EUR |
+7.25% |
5.990 Bid Size: 600 |
- 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: |
3.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.74 |
Intrinsic value: |
5.80 |
Implied volatility: |
0.31 |
Historic volatility: |
0.62 |
Parity: |
5.80 |
Time value: |
0.27 |
Break-even: |
2.11 |
Moneyness: |
1.39 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
0.00 |
Omega: |
3.32 |
Rho: |
0.01 |
Quote data
Open: |
5.480 |
High: |
6.110 |
Low: |
5.480 |
Previous Close: |
5.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.19% |
1 Month |
|
|
-5.73% |
3 Months |
|
|
-11.24% |
YTD |
|
|
-53.13% |
1 Year |
|
|
+33.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.380 |
5.520 |
1M High / 1M Low: |
8.410 |
5.520 |
6M High / 6M Low: |
8.900 |
4.160 |
High (YTD): |
2024-01-02 |
11.700 |
Low (YTD): |
2024-03-04 |
4.160 |
52W High: |
2023-12-28 |
12.780 |
52W Low: |
2023-08-24 |
3.870 |
Avg. price 1W: |
|
5.892 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.739 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.432 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
7.320 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
115.09% |
Volatility 6M: |
|
136.80% |
Volatility 1Y: |
|
131.93% |
Volatility 3Y: |
|
- |