Soc. Generale Call 1.7 AT1 20.12.2024
/ DE000SW2GE98
Soc. Generale Call 1.7 AT1 20.12..../ DE000SW2GE98 /
| 2024-06-21 9:35:52 PM |
Chg.-0.200 |
Bid9:58:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.540EUR |
-4.22% |
4.520
Bid Size: 700 |
-
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: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.68 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.62 |
| Parity: |
3.80 |
| Time value: |
0.75 |
| Break-even: |
2.16 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.87 |
| Rho: |
0.01 |
Quote data
| Open: |
4.680 |
| High: |
4.730 |
| Low: |
4.400 |
| Previous Close: |
4.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.34% |
| 1 Month |
|
|
-30.69% |
| 3 Months |
|
|
+23.04% |
| YTD |
|
|
-60.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.740 |
4.310 |
| 1M High / 1M Low: |
7.070 |
4.310 |
| 6M High / 6M Low: |
11.480 |
3.140 |
| High (YTD): |
2024-01-02 |
10.460 |
| Low (YTD): |
2024-03-04 |
3.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.873 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.28% |
| Volatility 6M: |
|
153.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
