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Soc. Generale Call 1.4 AT1 21.03..../  DE000SW2GFD7  /

EUWAX
02/09/2024  08:59:39 Chg.+0.60 Bid09:38:31 Ask09:38:31 Underlying Strike price Expiration date Option type
10.23EUR +6.23% 10.13
Bid Size: 1,000		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.40 EUR 21/03/2025 Call
 

Master data

WKN: SW2GFD
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.40 EUR
Maturity: 21/03/2025
Issue date: 18/08/2023
Last trading day: 20/03/2025
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 2.02
Leverage: Yes

Calculated values

Fair value: 7.92
Intrinsic value: 6.80
Implied volatility: 1.25
Historic volatility: 0.64
Parity: 6.80
Time value: 3.48
Break-even: 2.43
Moneyness: 1.49
Premium: 0.17
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: 0.00
Omega: 1.66
Rho: 0.00
 

Quote data

Open: 10.23
High: 10.23
Low: 10.23
Previous Close: 9.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.56%
1 Month  
+43.88%
3 Months  
+16.38%
YTD
  -29.64%
1 Year  
+76.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.73 9.17
1M High / 1M Low: 10.73 6.74
6M High / 6M Low: 10.73 5.11
High (YTD): 08/01/2024 13.97
Low (YTD): 27/03/2024 5.11
52W High: 28/12/2023 14.58
52W Low: 27/03/2024 5.11
Avg. price 1W:   9.94
Avg. volume 1W:   0.00
Avg. price 1M:   8.42
Avg. volume 1M:   0.00
Avg. price 6M:   8.00
Avg. volume 6M:   0.00
Avg. price 1Y:   9.03
Avg. volume 1Y:   0.00
Volatility 1M:   94.01%
Volatility 6M:   132.82%
Volatility 1Y:   123.03%
Volatility 3Y:   -