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

Frankfurt Zert./SG
11/12/2024  9:37:37 PM Chg.-0.680 Bid9:41:11 PM Ask9:41:11 PM Underlying Strike price Expiration date Option type
10.220EUR -6.24% 10.230
Bid Size: 300		 10.610
Ask Size: 300		 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: 1.87
Leverage: Yes

Calculated values

Fair value: 4.08
Intrinsic value: 3.80
Implied volatility: 4.00
Historic volatility: 0.57
Parity: 3.80
Time value: 7.30
Break-even: 2.81
Moneyness: 1.22
Premium: 0.35
Premium p.a.: 16.98
Spread abs.: 0.22
Spread %: 2.02%
Delta: 0.79
Theta: -0.01
Omega: 1.48
Rho: 0.00
 

Quote data

Open: 10.650
High: 10.930
Low: 10.190
Previous Close: 10.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -18.57%
3 Months  
+109.00%
YTD
  -10.35%
1 Year  
+29.53%
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): 10/16/2024 13.590
Low (YTD): 3/4/2024 3.140
52W High: 10/16/2024 13.590
52W Low: 3/4/2024 3.140
Avg. price 1W:   10.634
Avg. volume 1W:   0.000
Avg. price 1M:   12.011
Avg. volume 1M:   0.000
Avg. price 6M:   7.664
Avg. volume 6M:   0.000
Avg. price 1Y:   7.216
Avg. volume 1Y:   0.000
Volatility 1M:   79.85%
Volatility 6M:   126.98%
Volatility 1Y:   142.14%
Volatility 3Y:   -