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Soc. Generale Call 1.7 AT1 21.03..../  DE000SW2GFG0  /

EUWAX
2024-09-24  8:58:00 AM Chg.+1.13 Bid6:07:53 PM Ask6:07:53 PM Underlying Strike price Expiration date Option type
11.94EUR +10.45% 11.48
Bid Size: 300		 -
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: 1.75
Leverage: Yes

Calculated values

Fair value: 5.71
Intrinsic value: 3.80
Implied volatility: 2.02
Historic volatility: 0.63
Parity: 3.80
Time value: 8.07
Break-even: 2.89
Moneyness: 1.22
Premium: 0.39
Premium p.a.: 0.96
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: 0.00
Omega: 1.41
Rho: 0.00
 

Quote data

Open: 11.94
High: 11.94
Low: 11.94
Previous Close: 10.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.46%
1 Month  
+90.43%
3 Months  
+126.14%
YTD
  -6.21%
1 Year  
+72.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.43 10.81
1M High / 1M Low: 11.74 6.81
6M High / 6M Low: 11.74 3.51
High (YTD): 2024-01-08 12.23
Low (YTD): 2024-03-27 3.51
52W High: 2023-12-28 12.75
52W Low: 2024-03-27 3.51
Avg. price 1W:   11.01
Avg. volume 1W:   0.00
Avg. price 1M:   9.43
Avg. volume 1M:   0.00
Avg. price 6M:   6.45
Avg. volume 6M:   0.00
Avg. price 1Y:   7.46
Avg. volume 1Y:   0.00
Volatility 1M:   123.31%
Volatility 6M:   157.58%
Volatility 1Y:   147.48%
Volatility 3Y:   -