Soc. Generale Call 1.9 AT1 20.12.2024
/ DE000SW2GFB1
Soc. Generale Call 1.9 AT1 20.12..../ DE000SW2GFB1 /
| 08/11/2024 09:24:28 |
Chg.+0.04 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.98EUR |
+0.45% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
3.29 |
| Historic volatility: |
0.60 |
| Parity: |
1.80 |
| Time value: |
7.47 |
| Break-even: |
2.83 |
| Moneyness: |
1.09 |
| Premium: |
0.36 |
| Premium p.a.: |
14.36 |
| Spread abs.: |
0.22 |
| Spread %: |
2.43% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
1.66 |
| Rho: |
0.00 |
Quote data
| Open: |
8.98 |
| High: |
8.98 |
| Low: |
8.98 |
| Previous Close: |
8.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
-9.11% |
| 3 Months |
|
|
+188.75% |
| YTD |
|
|
-11.96% |
| 1 Year |
|
|
+26.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.17 |
8.84 |
| 1M High / 1M Low: |
11.77 |
8.84 |
| 6M High / 6M Low: |
11.77 |
2.89 |
| High (YTD): |
17/10/2024 |
11.77 |
| Low (YTD): |
27/03/2024 |
2.31 |
| 52W High: |
17/10/2024 |
11.77 |
| 52W Low: |
27/03/2024 |
2.31 |
| Avg. price 1W: |
|
8.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.90 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.62% |
| Volatility 6M: |
|
140.03% |
| Volatility 1Y: |
|
171.04% |
| Volatility 3Y: |
|
- |
