Soc. Generale Call 1.8 AT1 20.12.2024
/ DE000SW2GFA3
Soc. Generale Call 1.8 AT1 20.12..../ DE000SW2GFA3 /
| 11/8/2024 9:24:28 AM |
Chg.+0.98 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.93EUR |
+10.95% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.80 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SW2GFA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.80 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/18/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
3.58 |
| Historic volatility: |
0.60 |
| Parity: |
2.80 |
| Time value: |
7.43 |
| Break-even: |
2.82 |
| Moneyness: |
1.16 |
| Premium: |
0.36 |
| Premium p.a.: |
14.17 |
| Spread abs.: |
0.22 |
| Spread %: |
2.20% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
1.56 |
| Rho: |
0.00 |
Quote data
| Open: |
9.93 |
| High: |
9.93 |
| Low: |
9.93 |
| Previous Close: |
8.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.30% |
| 1 Month |
|
|
-7.97% |
| 3 Months |
|
|
+166.94% |
| YTD |
|
|
-8.23% |
| 1 Year |
|
|
+29.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.13 |
8.95 |
| 1M High / 1M Low: |
12.70 |
8.95 |
| 6M High / 6M Low: |
12.70 |
3.45 |
| High (YTD): |
10/17/2024 |
12.70 |
| Low (YTD): |
3/27/2024 |
2.62 |
| 52W High: |
10/17/2024 |
12.70 |
| 52W Low: |
3/27/2024 |
2.62 |
| Avg. price 1W: |
|
9.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.51% |
| Volatility 6M: |
|
133.20% |
| Volatility 1Y: |
|
164.92% |
| Volatility 3Y: |
|
- |
