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Soc. Generale Call 1.5 AT1 20.06..../  DE000SW2GFM8  /

EUWAX
2024-09-24  8:57:59 AM Chg.+1.03 Bid1:49:16 PM Ask1:49:16 PM Underlying Strike price Expiration date Option type
14.15EUR +7.85% 13.74
Bid Size: 750		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.50 EUR 2025-06-20 Call
 

Master data

WKN: SW2GFM
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.50 EUR
Maturity: 2025-06-20
Issue date: 2023-08-18
Last trading day: 2025-06-19
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.48
Leverage: Yes

Calculated values

Fair value: 7.62
Intrinsic value: 5.80
Implied volatility: 2.01
Historic volatility: 0.63
Parity: 5.80
Time value: 8.28
Break-even: 2.91
Moneyness: 1.39
Premium: 0.40
Premium p.a.: 0.58
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: 0.00
Omega: 1.27
Rho: 0.00
 

Quote data

Open: 14.15
High: 14.15
Low: 14.15
Previous Close: 13.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.89%
1 Month  
+68.05%
3 Months  
+86.18%
YTD
  -3.35%
1 Year  
+76.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.62 13.11
1M High / 1M Low: 13.86 9.00
6M High / 6M Low: 13.86 6.62
High (YTD): 2024-01-08 14.71
Low (YTD): 2024-06-27 6.62
52W High: 2024-01-08 14.71
52W Low: 2024-06-27 6.62
Avg. price 1W:   13.27
Avg. volume 1W:   0.00
Avg. price 1M:   11.60
Avg. volume 1M:   0.00
Avg. price 6M:   8.83
Avg. volume 6M:   0.00
Avg. price 1Y:   9.64
Avg. volume 1Y:   0.00
Volatility 1M:   96.17%
Volatility 6M:   103.51%
Volatility 1Y:   110.13%
Volatility 3Y:   -