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Soc. Generale Call 1.7 AT1 20.06..../  DE000SW2GFP1  /

EUWAX
2024-09-24  8:57:59 AM Chg.+1.00 Bid12:39:52 PM Ask12:39:42 PM Underlying Strike price Expiration date Option type
12.56EUR +8.65% 12.24
Bid Size: 750		 -
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: 1.67
Leverage: Yes

Calculated values

Fair value: 6.45
Intrinsic value: 3.80
Implied volatility: 1.75
Historic volatility: 0.63
Parity: 3.80
Time value: 8.66
Break-even: 2.95
Moneyness: 1.22
Premium: 0.42
Premium p.a.: 0.60
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: 0.00
Omega: 1.36
Rho: 0.00
 

Quote data

Open: 12.56
High: 12.56
Low: 12.56
Previous Close: 11.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.32%
1 Month  
+80.46%
3 Months  
+95.03%
YTD
  -6.89%
1 Year  
+76.65%
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:   -