Soc. Generale Call 2.6 AT1 21.03.2025
/ DE000SJ6AGP0
Soc. Generale Call 2.6 AT1 21.03..../ DE000SJ6AGP0 /
2024-12-23 9:46:58 PM |
Chg.-0.010 |
Bid2024-12-23 |
Ask2024-12-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-2.22% |
0.440 Bid Size: 6,900 |
0.480 Ask Size: 6,900 |
AROUNDTOWN EO-,01 |
2.60 EUR |
2025-03-21 |
Call |
Master data
WKN: |
SJ6AGP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.60 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-11-22 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.65 |
Historic volatility: |
0.54 |
Parity: |
-0.52 |
Time value: |
0.50 |
Break-even: |
3.10 |
Moneyness: |
0.80 |
Premium: |
0.49 |
Premium p.a.: |
4.44 |
Spread abs.: |
0.02 |
Spread %: |
4.17% |
Delta: |
0.55 |
Theta: |
0.00 |
Omega: |
2.30 |
Rho: |
0.00 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.410 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.370 |
1M High / 1M Low: |
0.700 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.430 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.591 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |