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Soc. Generale Call 2 AT1 20.12.20.../  DE000SW1BWK0  /

EUWAX
2024-11-07  9:26:46 AM Chg.-0.160 Bid8:44:01 PM Ask8:44:01 PM Underlying Strike price Expiration date Option type
0.760EUR -17.39% 0.770
Bid Size: 3,900		 0.810
Ask Size: 3,900		 AROUNDTOWN EO-,01 2.00 EUR 2024-12-20 Call
 

Master data

WKN: SW1BWK
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 2.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.08
Implied volatility: 2.62
Historic volatility: 0.60
Parity: 0.08
Time value: 0.67
Break-even: 2.75
Moneyness: 1.04
Premium: 0.32
Premium p.a.: 9.70
Spread abs.: 0.02
Spread %: 2.74%
Delta: 0.69
Theta: -0.01
Omega: 1.91
Rho: 0.00
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.61%
1 Month
  -25.49%
3 Months  
+162.07%
YTD
  -21.65%
1 Year  
+11.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.790
1M High / 1M Low: 1.120 0.790
6M High / 6M Low: 1.120 0.240
High (YTD): 2024-10-16 1.120
Low (YTD): 2024-03-05 0.210
52W High: 2024-10-16 1.120
52W Low: 2024-03-05 0.210
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   0.983
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.531
Avg. volume 1Y:   0.000
Volatility 1M:   87.50%
Volatility 6M:   141.86%
Volatility 1Y:   159.45%
Volatility 3Y:   -