Soc. Generale Call 1.7 AT1 20.12.2024
/ DE000SW2GE98
Soc. Generale Call 1.7 AT1 20.12..../ DE000SW2GE98 /
| 7/5/2024 10:06:58 AM |
Chg.+0.06 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.10EUR |
+1.19% |
-
Bid Size: - |
-
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: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.57 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.62 |
| Parity: |
3.80 |
| Time value: |
1.58 |
| Break-even: |
2.24 |
| Moneyness: |
1.22 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.99 |
| Rho: |
0.00 |
Quote data
| Open: |
5.10 |
| High: |
5.10 |
| Low: |
5.10 |
| Previous Close: |
5.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.44% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
+7.59% |
| YTD |
|
|
-55.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.10 |
4.37 |
| 1M High / 1M Low: |
7.14 |
4.09 |
| 6M High / 6M Low: |
10.33 |
3.00 |
| High (YTD): |
1/2/2024 |
10.46 |
| Low (YTD): |
3/27/2024 |
3.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.94% |
| Volatility 6M: |
|
183.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
