Soc. Generale Call 2 AT1 20.09.2024
/ DE000SW2PKK3
Soc. Generale Call 2 AT1 20.09.20.../ DE000SW2PKK3 /
02/09/2024 16:47:20 |
Chg.+0.050 |
Bid17:01:29 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+15.15% |
0.390 Bid Size: 10,000 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
2.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW2PKK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
25/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.08 |
Implied volatility: |
1.71 |
Historic volatility: |
0.63 |
Parity: |
0.08 |
Time value: |
0.27 |
Break-even: |
2.35 |
Moneyness: |
1.04 |
Premium: |
0.13 |
Premium p.a.: |
10.88 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
3.67 |
Rho: |
0.00 |
Quote data
Open: |
0.340 |
High: |
0.380 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+52.00% |
1 Month |
|
|
+153.33% |
3 Months |
|
|
+11.76% |
YTD |
|
|
-53.09% |
1 Year |
|
|
+52.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.250 |
1M High / 1M Low: |
0.380 |
0.120 |
6M High / 6M Low: |
0.410 |
0.120 |
High (YTD): |
02/01/2024 |
0.710 |
Low (YTD): |
07/08/2024 |
0.120 |
52W High: |
29/12/2023 |
0.810 |
52W Low: |
07/08/2024 |
0.120 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.199 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.240 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.366 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
300.25% |
Volatility 6M: |
|
244.75% |
Volatility 1Y: |
|
214.65% |
Volatility 3Y: |
|
- |