Soc. Generale Call 1.9 AT1 20.12.2024
/ DE000SW2GFB1
Soc. Generale Call 1.9 AT1 20.12..../ DE000SW2GFB1 /
9/3/2024 12:24:41 PM |
Chg.-0.440 |
Bid12:57:35 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.280EUR |
-7.69% |
5.330 Bid Size: 1,000 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.90 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SW2GFB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.90 EUR |
Maturity: |
12/20/2024 |
Issue date: |
8/18/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.81 |
Intrinsic value: |
1.80 |
Implied volatility: |
1.11 |
Historic volatility: |
0.63 |
Parity: |
1.80 |
Time value: |
3.97 |
Break-even: |
2.48 |
Moneyness: |
1.09 |
Premium: |
0.19 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.68 |
Theta: |
0.00 |
Omega: |
2.45 |
Rho: |
0.00 |
Quote data
Open: |
5.790 |
High: |
5.790 |
Low: |
5.280 |
Previous Close: |
5.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.10% |
1 Month |
|
|
+57.14% |
3 Months |
|
|
+1.54% |
YTD |
|
|
-47.93% |
1 Year |
|
|
+51.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.930 |
4.890 |
1M High / 1M Low: |
5.930 |
3.010 |
6M High / 6M Low: |
5.930 |
2.430 |
High (YTD): |
1/2/2024 |
9.300 |
Low (YTD): |
3/4/2024 |
2.430 |
52W High: |
12/28/2023 |
10.210 |
52W Low: |
3/4/2024 |
2.430 |
Avg. price 1W: |
|
5.362 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.950 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.170 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
158.26% |
Volatility 6M: |
|
181.15% |
Volatility 1Y: |
|
164.64% |
Volatility 3Y: |
|
- |