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Soc. Generale Call 2 AT1 19.12.20.../  DE000SW2GFW7  /

Frankfurt Zert./SG
2024-09-23  9:41:44 PM Chg.+0.090 Bid8:15:09 AM Ask- Underlying Strike price Expiration date Option type
1.080EUR +9.09% 1.090
Bid Size: 3,000		 -
Ask Size: -		 AROUNDTOWN EO-,01 2.00 EUR 2025-12-19 Call
 

Master data

WKN: SW2GFW
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 2.00 EUR
Maturity: 2025-12-19
Issue date: 2023-08-18
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.93
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.08
Implied volatility: 1.21
Historic volatility: 0.63
Parity: 0.08
Time value: 1.00
Break-even: 3.08
Moneyness: 1.04
Premium: 0.48
Premium p.a.: 0.37
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: 0.00
Omega: 1.48
Rho: 0.01
 

Quote data

Open: 1.060
High: 1.080
Low: 1.040
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.20%
1 Month  
+63.64%
3 Months  
+80.00%
YTD
  -8.47%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.980
1M High / 1M Low: 1.080 0.670
6M High / 6M Low: 1.080 0.530
High (YTD): 2024-01-12 1.120
Low (YTD): 2024-08-05 0.530
52W High: 2023-12-28 1.190
52W Low: 2024-08-05 0.530
Avg. price 1W:   1.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   0.000
Avg. price 1Y:   0.761
Avg. volume 1Y:   0.000
Volatility 1M:   151.75%
Volatility 6M:   113.48%
Volatility 1Y:   122.45%
Volatility 3Y:   -