Soc. Generale Call 1.4 AT1 20.09.2024
/ DE000SW1ZJA7
Soc. Generale Call 1.4 AT1 20.09..../ DE000SW1ZJA7 /
| 2024-05-27 8:11:47 AM |
Chg.-0.18 |
Bid2:36:13 PM |
Ask2:36:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.39EUR |
-2.38% |
7.62
Bid Size: 1,000 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.30 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.61 |
| Parity: |
6.80 |
| Time value: |
0.67 |
| Break-even: |
2.15 |
| Moneyness: |
1.49 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
2.48 |
| Rho: |
0.00 |
Quote data
| Open: |
7.39 |
| High: |
7.39 |
| Low: |
7.39 |
| Previous Close: |
7.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.47% |
| 1 Month |
|
|
+22.96% |
| 3 Months |
|
|
+46.92% |
| YTD |
|
|
-40.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.54 |
7.57 |
| 1M High / 1M Low: |
8.68 |
6.89 |
| 6M High / 6M Low: |
12.55 |
3.58 |
| High (YTD): |
2024-01-02 |
11.33 |
| Low (YTD): |
2024-03-27 |
3.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.95% |
| Volatility 6M: |
|
179.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
