Soc. Generale Call 1.8 AT1 20.09.2024
/ DE000SW1ZJC3
Soc. Generale Call 1.8 AT1 20.09..../ DE000SW1ZJC3 /
9/10/2024 9:38:35 PM |
Chg.+3.480 |
Bid9:39:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.870EUR |
+54.46% |
9.900 Bid Size: 400 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.80 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.90 |
Intrinsic value: |
2.80 |
Implied volatility: |
3.98 |
Historic volatility: |
0.64 |
Parity: |
2.80 |
Time value: |
3.73 |
Break-even: |
2.45 |
Moneyness: |
1.16 |
Premium: |
0.18 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
2.26 |
Rho: |
0.00 |
Quote data
Open: |
8.360 |
High: |
9.870 |
Low: |
8.360 |
Previous Close: |
6.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+107.79% |
1 Month |
|
|
+214.33% |
3 Months |
|
|
+186.92% |
YTD |
|
|
+5.67% |
1 Year |
|
|
+247.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.440 |
4.750 |
1M High / 1M Low: |
6.440 |
2.900 |
6M High / 6M Low: |
6.440 |
2.280 |
High (YTD): |
1/2/2024 |
8.410 |
Low (YTD): |
3/4/2024 |
2.200 |
52W High: |
12/28/2023 |
9.520 |
52W Low: |
3/4/2024 |
2.200 |
Avg. price 1W: |
|
5.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.425 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.737 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.852 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
161.71% |
Volatility 6M: |
|
207.07% |
Volatility 1Y: |
|
187.56% |
Volatility 3Y: |
|
- |