If he's wise and humble, he believes that everyone else is a genius and doesn't take pride in himself. But if he's a boastful creep who sits in his parent's basement mixing liquids in beakers all day, he knows he's a genius.
A genius may or may not know they are a genius, they certainly know that not all others are. There are those who think they are geniuses but, fail to ever prove it to anyone else. The word genius is way overrated. The knowledge that many geniuses obtain is not always valuable or useful.
As a child, I asked an individual, who I thought was extremely intelligent, how smart he was. His response... ...smart enough to know I don't know everything. So I believe intelligence is a matter of perception. To the true genius, he/she will be unaware. To the pretentious, they will let you know; and take delight in doing so.