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Soc. Generale Call 1.4 AT1 20.12..../  DE000SW2GE72  /

EUWAX
2024-09-23  8:53:28 AM Chg.-0.18 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
12.82EUR -1.38% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.40 EUR 2024-12-20 Call
 

Master data

WKN: SW2GE7
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.40 EUR
Maturity: 2024-12-20
Issue date: 2023-08-18
Last trading day: 2024-12-19
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.65
Leverage: Yes

Calculated values

Fair value: 7.15
Intrinsic value: 6.80
Implied volatility: 2.82
Historic volatility: 0.63
Parity: 6.80
Time value: 5.83
Break-even: 2.66
Moneyness: 1.49
Premium: 0.28
Premium p.a.: 1.79
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: 0.00
Omega: 1.38
Rho: 0.00
 

Quote data

Open: 12.82
High: 12.82
Low: 12.82
Previous Close: 13.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.47%
1 Month  
+61.46%
3 Months  
+93.36%
YTD
  -4.40%
1 Year  
+63.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.42 12.82
1M High / 1M Low: 13.70 8.55
6M High / 6M Low: 13.70 4.60
High (YTD): 2024-09-16 13.70
Low (YTD): 2024-03-27 4.60
52W High: 2024-09-16 13.70
52W Low: 2024-03-27 4.60
Avg. price 1W:   13.03
Avg. volume 1W:   0.00
Avg. price 1M:   11.32
Avg. volume 1M:   0.00
Avg. price 6M:   8.01
Avg. volume 6M:   0.00
Avg. price 1Y:   8.61
Avg. volume 1Y:   0.00
Volatility 1M:   107.49%
Volatility 6M:   138.81%
Volatility 1Y:   131.23%
Volatility 3Y:   -