Soc. Generale Call 1.8 AT1 20.09.2024
/ DE000SW1ZJC3
Soc. Generale Call 1.8 AT1 20.09..../ DE000SW1ZJC3 /
| 05/07/2024 21:51:47 |
Chg.+0.220 |
Bid21:58:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.640EUR |
+6.43% |
3.650
Bid Size: 900 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.80 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZJC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.80 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.97 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.62 |
| Parity: |
2.80 |
| Time value: |
0.63 |
| Break-even: |
2.14 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
4.89 |
| Rho: |
0.00 |
Quote data
| Open: |
3.390 |
| High: |
3.640 |
| Low: |
3.320 |
| Previous Close: |
3.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.04% |
| 1 Month |
|
|
-15.15% |
| 3 Months |
|
|
+25.95% |
| YTD |
|
|
-61.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.640 |
2.590 |
| 1M High / 1M Low: |
4.290 |
2.350 |
| 6M High / 6M Low: |
7.650 |
2.200 |
| High (YTD): |
02/01/2024 |
8.410 |
| Low (YTD): |
04/03/2024 |
2.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.69% |
| Volatility 6M: |
|
197.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
