Soc. Generale Call 1.7 AT1 20.06.2025
/ DE000SW2GFP1
Soc. Generale Call 1.7 AT1 20.06..../ DE000SW2GFP1 /
2024-09-23 8:53:30 AM |
Chg.- |
Bid8:27:24 AM |
Ask8:27:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
11.56EUR |
- |
12.52 Bid Size: 300 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.70 EUR |
2025-06-20 |
Call |
Master data
WKN: |
SW2GFP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.70 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-18 |
Last trading day: |
2025-06-19 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.45 |
Intrinsic value: |
3.80 |
Implied volatility: |
1.52 |
Historic volatility: |
0.63 |
Parity: |
3.80 |
Time value: |
7.53 |
Break-even: |
2.83 |
Moneyness: |
1.22 |
Premium: |
0.36 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
0.00 |
Omega: |
1.46 |
Rho: |
0.00 |
Quote data
Open: |
11.56 |
High: |
11.56 |
Low: |
11.56 |
Previous Close: |
11.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.99% |
1 Month |
|
|
+66.09% |
3 Months |
|
|
+79.50% |
YTD |
|
|
-14.31% |
1 Year |
|
|
+62.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.04 |
11.53 |
1M High / 1M Low: |
12.19 |
7.51 |
6M High / 6M Low: |
12.19 |
5.45 |
High (YTD): |
2024-01-08 |
13.58 |
Low (YTD): |
2024-06-27 |
5.45 |
52W High: |
2024-01-08 |
13.58 |
52W Low: |
2024-06-27 |
5.45 |
Avg. price 1W: |
|
11.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.47 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
121.07% |
Volatility 6M: |
|
115.20% |
Volatility 1Y: |
|
121.37% |
Volatility 3Y: |
|
- |