Soc. Generale Call 1.7 AT1 20.12.2024
/ DE000SW2GE98
Soc. Generale Call 1.7 AT1 20.12..../ DE000SW2GE98 /
2024-09-23 9:46:29 PM |
Chg.+1.040 |
Bid9:58:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
11.030EUR |
+10.41% |
11.030 Bid Size: 300 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.70 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SW2GE9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.70 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-18 |
Last trading day: |
2024-12-19 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.80 |
Intrinsic value: |
3.80 |
Implied volatility: |
2.21 |
Historic volatility: |
0.63 |
Parity: |
3.80 |
Time value: |
6.08 |
Break-even: |
2.69 |
Moneyness: |
1.22 |
Premium: |
0.29 |
Premium p.a.: |
1.90 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
1.62 |
Rho: |
0.00 |
Quote data
Open: |
10.230 |
High: |
11.030 |
Low: |
10.230 |
Previous Close: |
9.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.94% |
1 Month |
|
|
+81.41% |
3 Months |
|
|
+142.95% |
YTD |
|
|
-3.25% |
1 Year |
|
|
+69.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.820 |
9.890 |
1M High / 1M Low: |
11.620 |
6.060 |
6M High / 6M Low: |
11.620 |
3.460 |
High (YTD): |
2024-09-10 |
11.620 |
Low (YTD): |
2024-03-04 |
3.140 |
52W High: |
2024-09-10 |
11.620 |
52W Low: |
2024-03-04 |
3.140 |
Avg. price 1W: |
|
10.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.588 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.750 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.559 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
186.27% |
Volatility 6M: |
|
159.36% |
Volatility 1Y: |
|
150.96% |
Volatility 3Y: |
|
- |