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Soc. Generale Call 1.5 AT1 21.03..../  DE000SW2GFE5  /

EUWAX
2024-11-12  8:57:32 AM Chg.-0.61 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
13.13EUR -4.44% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.50 EUR 2025-03-21 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: 2025-03-21
Issue date: 2023-08-18
Last trading day: 2025-03-20
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.53
Leverage: Yes

Calculated values

Fair value: 6.45
Intrinsic value: 5.80
Implied volatility: 2.74
Historic volatility: 0.57
Parity: 5.80
Time value: 7.76
Break-even: 2.86
Moneyness: 1.39
Premium: 0.37
Premium p.a.: 1.45
Spread abs.: 0.20
Spread %: 1.50%
Delta: 0.85
Theta: 0.00
Omega: 1.30
Rho: 0.00
 

Quote data

Open: 13.13
High: 13.13
Low: 13.13
Previous Close: 13.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.92%
1 Month
  -9.20%
3 Months  
+76.95%
YTD
  -5.68%
1 Year  
+38.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.74 12.27
1M High / 1M Low: 16.05 12.27
6M High / 6M Low: 16.08 6.00
High (YTD): 2024-10-02 16.08
Low (YTD): 2024-03-27 4.52
52W High: 2024-10-02 16.08
52W Low: 2024-03-27 4.52
Avg. price 1W:   13.17
Avg. volume 1W:   0.00
Avg. price 1M:   14.61
Avg. volume 1M:   0.00
Avg. price 6M:   9.88
Avg. volume 6M:   0.00
Avg. price 1Y:   9.47
Avg. volume 1Y:   0.00
Volatility 1M:   76.24%
Volatility 6M:   93.89%
Volatility 1Y:   121.23%
Volatility 3Y:   -