Soc. Generale Call 1.4 AT1 21.03.2025
/ DE000SW2GFD7
Soc. Generale Call 1.4 AT1 21.03..../ DE000SW2GFD7 /
| 10/8/2024 8:57:54 AM |
Chg.-1.61 |
Bid9:21:45 AM |
Ask9:21:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.23EUR |
-9.56% |
15.73
Bid Size: 750 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
8/18/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.62 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
3.54 |
| Historic volatility: |
0.63 |
| Parity: |
6.80 |
| Time value: |
10.07 |
| Break-even: |
3.09 |
| Moneyness: |
1.49 |
| Premium: |
0.48 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
1.13 |
| Rho: |
0.00 |
Quote data
| Open: |
15.23 |
| High: |
15.23 |
| Low: |
15.23 |
| Previous Close: |
16.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
+33.25% |
| 3 Months |
|
|
+94.51% |
| YTD |
|
|
+4.75% |
| 1 Year |
|
|
+62.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.99 |
14.98 |
| 1M High / 1M Low: |
16.99 |
11.67 |
| 6M High / 6M Low: |
16.99 |
5.96 |
| High (YTD): |
10/2/2024 |
16.99 |
| Low (YTD): |
3/27/2024 |
5.11 |
| 52W High: |
10/2/2024 |
16.99 |
| 52W Low: |
3/27/2024 |
5.11 |
| Avg. price 1W: |
|
16.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.71% |
| Volatility 6M: |
|
93.72% |
| Volatility 1Y: |
|
119.93% |
| Volatility 3Y: |
|
- |
