Soc. Generale Call 1.5 AT1 21.03.2025
/ DE000SW2GFE5
Soc. Generale Call 1.5 AT1 21.03..../ DE000SW2GFE5 /
| 7/29/2024 6:40:47 PM |
Chg.+0.150 |
Bid6:58:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.530EUR |
+2.35% |
6.530
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: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.37 |
| Intrinsic value: |
5.80 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.62 |
| Parity: |
5.80 |
| Time value: |
0.73 |
| Break-even: |
2.15 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
2.85 |
| Rho: |
0.01 |
Quote data
| Open: |
6.540 |
| High: |
6.810 |
| Low: |
6.390 |
| Previous Close: |
6.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.38% |
| 1 Month |
|
|
-4.53% |
| 3 Months |
|
|
-18.88% |
| YTD |
|
|
-53.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.050 |
6.100 |
| 1M High / 1M Low: |
8.890 |
6.100 |
| 6M High / 6M Low: |
10.220 |
5.130 |
| High (YTD): |
1/8/2024 |
13.390 |
| Low (YTD): |
3/26/2024 |
5.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.63% |
| Volatility 6M: |
|
122.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
