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Soc. Generale Call 1.9 AT1 20.06..../  DE000SW2GFR7  /

EUWAX
26/09/2024  08:56:29 Chg.-0.28 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
10.78EUR -2.53% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.90 EUR 20/06/2025 Call
 

Master data

WKN: SW2GFR
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.90 EUR
Maturity: 20/06/2025
Issue date: 18/08/2023
Last trading day: 19/06/2025
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.96
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 1.80
Implied volatility: 1.50
Historic volatility: 0.63
Parity: 1.80
Time value: 8.80
Break-even: 2.96
Moneyness: 1.09
Premium: 0.42
Premium p.a.: 0.62
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: 0.00
Omega: 1.51
Rho: 0.00
 

Quote data

Open: 10.78
High: 10.78
Low: 10.78
Previous Close: 11.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.21%
1 Month  
+69.23%
3 Months  
+142.25%
YTD
  -12.85%
1 Year  
+93.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.06 10.03
1M High / 1M Low: 11.06 6.37
6M High / 6M Low: 11.06 4.44
High (YTD): 08/01/2024 12.49
Low (YTD): 05/08/2024 4.44
52W High: 08/01/2024 12.49
52W Low: 05/08/2024 4.44
Avg. price 1W:   10.60
Avg. volume 1W:   0.00
Avg. price 1M:   8.99
Avg. volume 1M:   0.00
Avg. price 6M:   6.50
Avg. volume 6M:   0.00
Avg. price 1Y:   7.46
Avg. volume 1Y:   0.00
Volatility 1M:   124.58%
Volatility 6M:   115.95%
Volatility 1Y:   125.29%
Volatility 3Y:   -