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Soc. Generale Call 1.6 AT1 20.12..../  DE000SW2GE80  /

EUWAX
11/8/2024  9:24:27 AM Chg.+1.00 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
11.87EUR +9.20% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.60 EUR 12/20/2024 Call
 

Master data

WKN: SW2GE8
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.60 EUR
Maturity: 12/20/2024
Issue date: 8/18/2023
Last trading day: 12/19/2024
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.71
Leverage: Yes

Calculated values

Fair value: 5.01
Intrinsic value: 4.80
Implied volatility: 4.23
Historic volatility: 0.60
Parity: 4.80
Time value: 7.36
Break-even: 2.82
Moneyness: 1.30
Premium: 0.35
Premium p.a.: 13.84
Spread abs.: 0.22
Spread %: 1.84%
Delta: 0.82
Theta: -0.01
Omega: 1.39
Rho: 0.00
 

Quote data

Open: 11.87
High: 11.87
Low: 11.87
Previous Close: 10.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.77%
1 Month
  -6.17%
3 Months  
+131.84%
YTD
  -1.98%
1 Year  
+39.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.05 10.87
1M High / 1M Low: 14.60 10.87
6M High / 6M Low: 14.60 4.72
High (YTD): 10/17/2024 14.60
Low (YTD): 3/27/2024 3.46
52W High: 10/17/2024 14.60
52W Low: 3/27/2024 3.46
Avg. price 1W:   11.64
Avg. volume 1W:   0.00
Avg. price 1M:   13.23
Avg. volume 1M:   0.00
Avg. price 6M:   8.43
Avg. volume 6M:   0.00
Avg. price 1Y:   7.90
Avg. volume 1Y:   0.00
Volatility 1M:   86.62%
Volatility 6M:   111.70%
Volatility 1Y:   144.41%
Volatility 3Y:   -