Soc. Generale Call 1.7 AT1 20.12.2024
/ DE000SW2GE98
Soc. Generale Call 1.7 AT1 20.12..../ DE000SW2GE98 /
7/12/2024 9:41:53 PM |
Chg.+0.160 |
Bid9:59:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.840EUR |
+2.40% |
6.840 Bid Size: 500 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.70 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SW2GE9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.70 EUR |
Maturity: |
12/20/2024 |
Issue date: |
8/18/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.49 |
Intrinsic value: |
3.80 |
Implied volatility: |
0.90 |
Historic volatility: |
0.62 |
Parity: |
3.80 |
Time value: |
2.91 |
Break-even: |
2.37 |
Moneyness: |
1.22 |
Premium: |
0.14 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
2.31 |
Rho: |
0.00 |
Quote data
Open: |
6.810 |
High: |
7.160 |
Low: |
6.810 |
Previous Close: |
6.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.90% |
1 Month |
|
|
+37.90% |
3 Months |
|
|
+41.32% |
YTD |
|
|
-40.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.680 |
5.000 |
1M High / 1M Low: |
6.680 |
4.060 |
6M High / 6M Low: |
9.770 |
3.140 |
High (YTD): |
1/2/2024 |
10.460 |
Low (YTD): |
3/4/2024 |
3.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.841 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.368 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.82% |
Volatility 6M: |
|
159.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |