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Soc. Generale Call 1.9 AT1 20.12..../  DE000SW2GFB1  /

Frankfurt Zert./SG
18/10/2024  21:38:42 Chg.+0.010 Bid18/10/2024 Ask18/10/2024 Underlying Strike price Expiration date Option type
11.320EUR +0.09% 11.320
Bid Size: 300		 11.530
Ask Size: 300		 AROUNDTOWN EO-,01 1.90 EUR 20/12/2024 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: 20/12/2024
Issue date: 18/08/2023
Last trading day: 19/12/2024
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.80
Leverage: Yes

Calculated values

Fair value: 3.15
Intrinsic value: 1.80
Implied volatility: 3.54
Historic volatility: 0.63
Parity: 1.80
Time value: 9.77
Break-even: 3.06
Moneyness: 1.09
Premium: 0.47
Premium p.a.: 8.65
Spread abs.: 0.21
Spread %: 1.85%
Delta: 0.79
Theta: -0.01
Omega: 1.41
Rho: 0.00
 

Quote data

Open: 11.410
High: 11.660
Low: 11.270
Previous Close: 11.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.19%
1 Month  
+34.12%
3 Months  
+172.12%
YTD  
+11.64%
1 Year  
+105.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.710 10.940
1M High / 1M Low: 11.710 8.240
6M High / 6M Low: 11.710 2.970
High (YTD): 16/10/2024 11.710
Low (YTD): 04/03/2024 2.430
52W High: 16/10/2024 11.710
52W Low: 04/03/2024 2.430
Avg. price 1W:   11.384
Avg. volume 1W:   0.000
Avg. price 1M:   10.168
Avg. volume 1M:   0.000
Avg. price 6M:   5.477
Avg. volume 6M:   0.000
Avg. price 1Y:   5.695
Avg. volume 1Y:   0.000
Volatility 1M:   125.26%
Volatility 6M:   155.65%
Volatility 1Y:   166.48%
Volatility 3Y:   -