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Soc. Generale Call 1.8 AT1 19.12..../  DE000SW2GFV9  /

EUWAX
9/27/2024  8:46:25 AM Chg.+0.05 Bid9:25:28 AM Ask9:25:28 AM Underlying Strike price Expiration date Option type
12.29EUR +0.41% 12.79
Bid Size: 750		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.80 EUR 12/19/2025 Call
 

Master data

WKN: SW2GFV
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.80 EUR
Maturity: 12/19/2025
Issue date: 8/18/2023
Last trading day: 12/18/2025
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.72
Leverage: Yes

Calculated values

Fair value: 7.16
Intrinsic value: 2.80
Implied volatility: 1.33
Historic volatility: 0.63
Parity: 2.80
Time value: 9.27
Break-even: 3.01
Moneyness: 1.16
Premium: 0.45
Premium p.a.: 0.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: 0.00
Omega: 1.39
Rho: 0.01
 

Quote data

Open: 12.29
High: 12.29
Low: 12.29
Previous Close: 12.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.49%
1 Month  
+51.92%
3 Months  
+97.27%
YTD
  -4.88%
1 Year  
+79.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.47 11.49
1M High / 1M Low: 12.47 8.09
6M High / 6M Low: 12.47 6.15
High (YTD): 9/25/2024 12.47
Low (YTD): 4/9/2024 6.15
52W High: 12/28/2023 12.94
52W Low: 4/9/2024 6.15
Avg. price 1W:   12.06
Avg. volume 1W:   0.00
Avg. price 1M:   10.52
Avg. volume 1M:   0.00
Avg. price 6M:   8.05
Avg. volume 6M:   0.00
Avg. price 1Y:   8.60
Avg. volume 1Y:   0.00
Volatility 1M:   105.70%
Volatility 6M:   98.98%
Volatility 1Y:   109.35%
Volatility 3Y:   -