Soc. Generale Call 1.7 AT1 21.03.2025
/ DE000SW2GFG0
Soc. Generale Call 1.7 AT1 21.03..../ DE000SW2GFG0 /
| 2024-05-09 9:36:40 PM |
Chg.-0.170 |
Bid9:59:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.630EUR |
-2.50% |
6.640
Bid Size: 500 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.70 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SW2GFG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.70 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.51 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.61 |
| Parity: |
3.55 |
| Time value: |
3.33 |
| Break-even: |
2.39 |
| Moneyness: |
1.21 |
| Premium: |
0.16 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
2.24 |
| Rho: |
0.01 |
Quote data
| Open: |
6.850 |
| High: |
6.860 |
| Low: |
6.520 |
| Previous Close: |
6.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.60% |
| 1 Month |
|
|
+39.87% |
| 3 Months |
|
|
+23.01% |
| YTD |
|
|
-48.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.800 |
6.670 |
| 1M High / 1M Low: |
6.800 |
4.330 |
| 6M High / 6M Low: |
12.880 |
4.030 |
| High (YTD): |
2024-01-08 |
12.230 |
| Low (YTD): |
2024-03-26 |
4.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.06% |
| Volatility 6M: |
|
141.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
