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

EUWAX
2024-11-08  9:24:27 AM Chg.+0.99 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
10.90EUR +9.99% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.70 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-08-18
Last trading day: 2024-12-19
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: 10.90
High: 10.90
Low: 10.90
Previous Close: 9.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.11%
1 Month
  -7.00%
3 Months  
+148.29%
YTD
  -4.89%
1 Year  
+38.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.08 9.91
1M High / 1M Low: 13.65 9.91
6M High / 6M Low: 13.65 4.06
High (YTD): 2024-10-17 13.65
Low (YTD): 2024-03-27 3.00
52W High: 2024-10-17 13.65
52W Low: 2024-03-27 3.00
Avg. price 1W:   10.68
Avg. volume 1W:   0.00
Avg. price 1M:   12.27
Avg. volume 1M:   0.00
Avg. price 6M:   7.62
Avg. volume 6M:   0.00
Avg. price 1Y:   7.19
Avg. volume 1Y:   0.00
Volatility 1M:   93.16%
Volatility 6M:   122.71%
Volatility 1Y:   155.47%
Volatility 3Y:   -