Soc. Generale Call 1.4 AT1 20.06.2025
/ DE000SW2GFL0
Soc. Generale Call 1.4 AT1 20.06..../ DE000SW2GFL0 /
| 17/07/2024 15:15:36 |
Chg.-0.440 |
Bid15:46:48 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.190EUR |
-4.57% |
9.300
Bid Size: 1,000 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
SW2GFL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
18/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.59 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.62 |
| Parity: |
6.80 |
| Time value: |
2.83 |
| Break-even: |
2.36 |
| Moneyness: |
1.49 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
1.78 |
| Rho: |
0.01 |
Quote data
| Open: |
9.460 |
| High: |
9.470 |
| Low: |
9.190 |
| Previous Close: |
9.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.36% |
| 1 Month |
|
|
+10.86% |
| 3 Months |
|
|
+10.72% |
| YTD |
|
|
-41.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.180 |
9.510 |
| 1M High / 1M Low: |
10.180 |
7.240 |
| 6M High / 6M Low: |
13.890 |
7.240 |
| High (YTD): |
08/01/2024 |
15.280 |
| Low (YTD): |
26/06/2024 |
7.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.629 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.93% |
| Volatility 6M: |
|
96.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
