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Soc. Generale Call 1.4 AT1 19.12..../  DE000SW2GFT3  /

EUWAX
9/26/2024  8:56:29 AM Chg.-0.21 Bid9:55:19 PM Ask9:55:19 PM Underlying Strike price Expiration date Option type
15.48EUR -1.34% 15.44
Bid Size: 250		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.40 EUR 12/19/2025 Call
 

Master data

WKN: SW2GFT
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.40 EUR
Maturity: 12/19/2025
Issue date: 8/18/2023
Last trading day: 12/18/2025
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.36
Leverage: Yes

Calculated values

Fair value: 9.21
Intrinsic value: 6.80
Implied volatility: 1.74
Historic volatility: 0.63
Parity: 6.80
Time value: 8.49
Break-even: 2.93
Moneyness: 1.49
Premium: 0.41
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: 0.00
Omega: 1.20
Rho: 0.00
 

Quote data

Open: 15.48
High: 15.48
Low: 15.48
Previous Close: 15.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month  
+45.49%
3 Months  
+87.41%
YTD  
+2.72%
1 Year  
+79.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.69 14.59
1M High / 1M Low: 15.69 10.64
6M High / 6M Low: 15.69 7.95
High (YTD): 9/25/2024 15.69
Low (YTD): 3/27/2024 7.95
52W High: 9/25/2024 15.69
52W Low: 3/27/2024 7.95
Avg. price 1W:   15.06
Avg. volume 1W:   0.00
Avg. price 1M:   13.39
Avg. volume 1M:   0.00
Avg. price 6M:   10.31
Avg. volume 6M:   0.00
Avg. price 1Y:   10.74
Avg. volume 1Y:   0.00
Volatility 1M:   83.77%
Volatility 6M:   95.78%
Volatility 1Y:   98.96%
Volatility 3Y:   -