Soc. Generale Call 1.6 AT1 20.09.2024
/ DE000SW1ZJB5
Soc. Generale Call 1.6 AT1 20.09..../ DE000SW1ZJB5 /
| 9/3/2024 8:11:49 AM |
Chg.+0.33 |
Bid5:59:09 PM |
Ask5:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.30EUR |
+4.73% |
6.81
Bid Size: 500 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.60 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZJB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.60 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.85 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
3.04 |
| Historic volatility: |
0.63 |
| Parity: |
4.80 |
| Time value: |
2.70 |
| Break-even: |
2.35 |
| Moneyness: |
1.30 |
| Premium: |
0.13 |
| Premium p.a.: |
12.74 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
2.13 |
| Rho: |
0.00 |
Quote data
| Open: |
7.30 |
| High: |
7.30 |
| Low: |
7.30 |
| Previous Close: |
6.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.26% |
| 1 Month |
|
|
+81.14% |
| 3 Months |
|
|
+6.73% |
| YTD |
|
|
-33.58% |
| 1 Year |
|
|
+94.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.51 |
6.02 |
| 1M High / 1M Low: |
7.51 |
3.60 |
| 6M High / 6M Low: |
7.51 |
2.51 |
| High (YTD): |
1/2/2024 |
9.84 |
| Low (YTD): |
3/27/2024 |
2.51 |
| 52W High: |
12/28/2023 |
11.03 |
| 52W Low: |
3/27/2024 |
2.51 |
| Avg. price 1W: |
|
6.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
167.01% |
| Volatility 6M: |
|
227.38% |
| Volatility 1Y: |
|
190.45% |
| Volatility 3Y: |
|
- |
