OverviewChartNewsTraderScreen

Soc. Generale Call 1.6 AT1 20.12..../  DE000SW2GE80  /

EUWAX
2024-09-23  8:53:28 AM Chg.-0.18 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
10.96EUR -1.62% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.60 EUR 2024-12-20 Call
 

Master data

WKN: SW2GE8
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.60 EUR
Maturity: 2024-12-20
Issue date: 2023-08-18
Last trading day: 2024-12-19
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.93
Leverage: Yes

Calculated values

Fair value: 5.53
Intrinsic value: 4.80
Implied volatility: 2.39
Historic volatility: 0.63
Parity: 4.80
Time value: 5.98
Break-even: 2.68
Moneyness: 1.30
Premium: 0.29
Premium p.a.: 1.85
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: 0.00
Omega: 1.53
Rho: 0.00
 

Quote data

Open: 10.96
High: 10.96
Low: 10.96
Previous Close: 11.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.44%
1 Month  
+74.52%
3 Months  
+111.18%
YTD
  -9.50%
1 Year  
+60.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.59 10.96
1M High / 1M Low: 11.94 6.87
6M High / 6M Low: 11.94 3.46
High (YTD): 2024-09-11 11.94
Low (YTD): 2024-03-27 3.46
52W High: 2023-12-28 12.14
52W Low: 2024-03-27 3.46
Avg. price 1W:   11.19
Avg. volume 1W:   0.00
Avg. price 1M:   9.57
Avg. volume 1M:   0.00
Avg. price 6M:   6.47
Avg. volume 6M:   0.00
Avg. price 1Y:   7.22
Avg. volume 1Y:   0.00
Volatility 1M:   119.94%
Volatility 6M:   165.98%
Volatility 1Y:   151.31%
Volatility 3Y:   -