Soc. Generale Call 1.6 AT1 20.12.2024
/ DE000SW2GE80
Soc. Generale Call 1.6 AT1 20.12..../ DE000SW2GE80 /
7/12/2024 9:45:41 PM |
Chg.+0.170 |
Bid9:58:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.610EUR |
+2.28% |
7.630 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: |
2.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.13 |
Intrinsic value: |
4.80 |
Implied volatility: |
0.95 |
Historic volatility: |
0.62 |
Parity: |
4.80 |
Time value: |
2.67 |
Break-even: |
2.35 |
Moneyness: |
1.30 |
Premium: |
0.13 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
2.16 |
Rho: |
0.00 |
Quote data
Open: |
7.580 |
High: |
7.960 |
Low: |
7.580 |
Previous Close: |
7.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.14% |
1 Month |
|
|
+44.95% |
3 Months |
|
|
+38.36% |
YTD |
|
|
-35.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.610 |
5.720 |
1M High / 1M Low: |
7.610 |
4.710 |
6M High / 6M Low: |
9.730 |
3.610 |
High (YTD): |
1/2/2024 |
11.070 |
Low (YTD): |
3/4/2024 |
3.610 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.625 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.982 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.61% |
Volatility 6M: |
|
146.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |