Soc. Generale Call 1.5 AT1 21.03.2025
/ DE000SW2GFE5
Soc. Generale Call 1.5 AT1 21.03..../ DE000SW2GFE5 /
6/28/2024 9:36:17 PM |
Chg.+0.210 |
Bid9:57:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.840EUR |
+3.17% |
6.890 Bid Size: 500 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.50 EUR |
3/21/2025 |
Call |
Master data
WKN: |
SW2GFE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.50 EUR |
Maturity: |
3/21/2025 |
Issue date: |
8/18/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.57 |
Intrinsic value: |
5.80 |
Implied volatility: |
0.48 |
Historic volatility: |
0.62 |
Parity: |
5.80 |
Time value: |
1.16 |
Break-even: |
2.20 |
Moneyness: |
1.39 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.86 |
Theta: |
0.00 |
Omega: |
2.56 |
Rho: |
0.01 |
Quote data
Open: |
6.630 |
High: |
6.940 |
Low: |
6.610 |
Previous Close: |
6.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.27% |
1 Month |
|
|
-15.24% |
3 Months |
|
|
-5.26% |
YTD |
|
|
-51.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.840 |
6.000 |
1M High / 1M Low: |
9.100 |
6.000 |
6M High / 6M Low: |
13.390 |
5.130 |
High (YTD): |
1/8/2024 |
13.390 |
Low (YTD): |
3/26/2024 |
5.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.54% |
Volatility 6M: |
|
120.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |