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Soc. Generale Call 1.7 AT1 20.12..../  DE000SW2GE98  /

Frankfurt Zert./SG
08/11/2024  21:43:56 Chg.+0.220 Bid21:59:08 Ask21:59:08 Underlying Strike price Expiration date Option type
10.800EUR +2.08% 10.870
Bid Size: 300		 11.250
Ask Size: 300		 AROUNDTOWN EO-,01 1.70 EUR 20/12/2024 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: 20/12/2024
Issue date: 18/08/2023
Last trading day: 19/12/2024
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.86
Leverage: Yes

Calculated values

Fair value: 4.15
Intrinsic value: 3.80
Implied volatility: 3.89
Historic volatility: 0.60
Parity: 3.80
Time value: 7.39
Break-even: 2.82
Moneyness: 1.22
Premium: 0.36
Premium p.a.: 13.98
Spread abs.: 0.22
Spread %: 2.01%
Delta: 0.79
Theta: -0.01
Omega: 1.47
Rho: 0.00
 

Quote data

Open: 10.620
High: 11.070
Low: 10.620
Previous Close: 10.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.31%
1 Month
  -7.93%
3 Months  
+116.43%
YTD
  -5.26%
1 Year  
+30.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.950 9.940
1M High / 1M Low: 13.590 9.940
6M High / 6M Low: 13.590 4.060
High (YTD): 16/10/2024 13.590
Low (YTD): 04/03/2024 3.140
52W High: 16/10/2024 13.590
52W Low: 04/03/2024 3.140
Avg. price 1W:   10.558
Avg. volume 1W:   0.000
Avg. price 1M:   12.032
Avg. volume 1M:   0.000
Avg. price 6M:   7.614
Avg. volume 6M:   0.000
Avg. price 1Y:   7.208
Avg. volume 1Y:   0.000
Volatility 1M:   90.74%
Volatility 6M:   126.56%
Volatility 1Y:   142.01%
Volatility 3Y:   -