Soc. Generale Call 1.6 AT1 20.09.2024
/ DE000SW1ZJB5
Soc. Generale Call 1.6 AT1 20.09..../ DE000SW1ZJB5 /
| 6/10/2024 9:44:21 PM |
Chg.-0.260 |
Bid9:59:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
-5.03% |
4.910
Bid Size: 700 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.60 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZJB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.60 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.62 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.61 |
| Parity: |
4.80 |
| Time value: |
0.37 |
| Break-even: |
2.12 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
3.67 |
| Rho: |
0.00 |
Quote data
| Open: |
4.900 |
| High: |
5.000 |
| Low: |
4.830 |
| Previous Close: |
5.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.15% |
| 1 Month |
|
|
-19.90% |
| 3 Months |
|
|
+1.66% |
| YTD |
|
|
-54.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.030 |
5.170 |
| 1M High / 1M Low: |
7.090 |
5.170 |
| 6M High / 6M Low: |
11.020 |
3.070 |
| High (YTD): |
1/2/2024 |
9.830 |
| Low (YTD): |
3/4/2024 |
3.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.55% |
| Volatility 6M: |
|
164.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
