Soc. Generale Call 1.9 AT1 20.12.2024
/ DE000SW2GFB1
Soc. Generale Call 1.9 AT1 20.12..../ DE000SW2GFB1 /
2024-06-21 9:41:52 PM |
Chg.-0.230 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.370EUR |
-6.39% |
3.380 Bid Size: 900 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.90 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SW2GFB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.90 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-18 |
Last trading day: |
2024-12-19 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.58 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.43 |
Historic volatility: |
0.62 |
Parity: |
1.80 |
Time value: |
1.78 |
Break-even: |
2.26 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.70 |
Theta: |
0.00 |
Omega: |
4.04 |
Rho: |
0.01 |
Quote data
Open: |
3.550 |
High: |
3.550 |
Low: |
3.240 |
Previous Close: |
3.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.43% |
1 Month |
|
|
-37.36% |
3 Months |
|
|
-18.80% |
YTD |
|
|
-66.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.600 |
3.160 |
1M High / 1M Low: |
5.600 |
3.160 |
6M High / 6M Low: |
10.210 |
2.430 |
High (YTD): |
2024-01-02 |
9.300 |
Low (YTD): |
2024-03-04 |
2.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.317 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.802 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.66% |
Volatility 6M: |
|
169.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |