Soc. Generale Call 1.6 AT1 20.12.2024
/ DE000SW2GE80
Soc. Generale Call 1.6 AT1 20.12..../ DE000SW2GE80 /
9/2/2024 9:47:03 PM |
Chg.+0.460 |
Bid9:58:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.230EUR |
+5.92% |
8.240 Bid Size: 400 |
- 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: |
2.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.73 |
Intrinsic value: |
4.80 |
Implied volatility: |
1.29 |
Historic volatility: |
0.63 |
Parity: |
4.80 |
Time value: |
3.09 |
Break-even: |
2.39 |
Moneyness: |
1.30 |
Premium: |
0.15 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
2.03 |
Rho: |
0.00 |
Quote data
Open: |
7.830 |
High: |
8.400 |
Low: |
7.790 |
Previous Close: |
7.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.73% |
1 Month |
|
|
+53.83% |
3 Months |
|
|
+11.52% |
YTD |
|
|
-30.67% |
1 Year |
|
|
+88.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.430 |
7.290 |
1M High / 1M Low: |
8.430 |
4.940 |
6M High / 6M Low: |
8.430 |
3.610 |
High (YTD): |
1/2/2024 |
11.070 |
Low (YTD): |
3/4/2024 |
3.610 |
52W High: |
12/28/2023 |
12.140 |
52W Low: |
3/4/2024 |
3.610 |
Avg. price 1W: |
|
7.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.334 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.877 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.917 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
112.68% |
Volatility 6M: |
|
146.14% |
Volatility 1Y: |
|
139.00% |
Volatility 3Y: |
|
- |