Soc. Generale Call 1.9 AT1 20.12.2024
/ DE000SW2GFB1
Soc. Generale Call 1.9 AT1 20.12..../ DE000SW2GFB1 /
| 6/27/2024 8:56:48 AM |
Chg.-0.01 |
Bid4:16:43 PM |
Ask4:16:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
-0.33% |
3.45
Bid Size: 2,000 |
-
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: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.62 |
| Parity: |
1.80 |
| Time value: |
1.14 |
| Break-even: |
2.19 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
5.17 |
| Rho: |
0.01 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.28% |
| 1 Month |
|
|
-33.70% |
| 3 Months |
|
|
+29.44% |
| YTD |
|
|
-70.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
3.00 |
| 1M High / 1M Low: |
5.66 |
3.00 |
| 6M High / 6M Low: |
10.22 |
2.31 |
| High (YTD): |
1/2/2024 |
9.30 |
| Low (YTD): |
3/27/2024 |
2.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.21% |
| Volatility 6M: |
|
197.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
