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Soc. Generale Call 1.9 AT1 21.03..../  DE000SW2GFJ4  /

Frankfurt Zert./SG
2024-09-24  7:00:35 PM Chg.-0.390 Bid7:41:11 PM Ask- Underlying Strike price Expiration date Option type
9.780EUR -3.83% 9.850
Bid Size: 400		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.90 EUR 2025-03-21 Call
 

Master data

WKN: SW2GFJ
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.90 EUR
Maturity: 2025-03-21
Issue date: 2023-08-18
Last trading day: 2025-03-20
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 2.04
Leverage: Yes

Calculated values

Fair value: 4.61
Intrinsic value: 1.80
Implied volatility: 1.76
Historic volatility: 0.63
Parity: 1.80
Time value: 8.38
Break-even: 2.92
Moneyness: 1.09
Premium: 0.40
Premium p.a.: 1.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: 0.00
Omega: 1.55
Rho: 0.00
 

Quote data

Open: 10.290
High: 10.290
Low: 9.760
Previous Close: 10.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.64%
1 Month  
+81.78%
3 Months  
+129.58%
YTD
  -15.91%
1 Year  
+55.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.170 8.920
1M High / 1M Low: 10.560 5.520
6M High / 6M Low: 10.560 3.150
High (YTD): 2024-01-08 11.090
Low (YTD): 2024-03-26 3.150
52W High: 2023-12-29 11.630
52W Low: 2024-03-26 3.150
Avg. price 1W:   9.324
Avg. volume 1W:   0.000
Avg. price 1M:   7.991
Avg. volume 1M:   0.000
Avg. price 6M:   5.262
Avg. volume 6M:   0.000
Avg. price 1Y:   6.345
Avg. volume 1Y:   0.000
Volatility 1M:   191.58%
Volatility 6M:   161.20%
Volatility 1Y:   151.71%
Volatility 3Y:   -