OverviewChartNewsTraderScreen

Soc. Generale Call 1.6 AT1 20.06..../  DE000SW2GFN6  /

EUWAX
08/10/2024  08:57:55 Chg.-1.53 Bid11:58:33 Ask11:58:33 Underlying Strike price Expiration date Option type
14.06EUR -9.81% 14.41
Bid Size: 750		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.60 EUR 20/06/2025 Call
 

Master data

WKN: SW2GFN
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.60 EUR
Maturity: 20/06/2025
Issue date: 18/08/2023
Last trading day: 19/06/2025
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.48
Leverage: Yes

Calculated values

Fair value: 6.87
Intrinsic value: 4.80
Implied volatility: 2.12
Historic volatility: 0.63
Parity: 4.80
Time value: 9.27
Break-even: 3.01
Moneyness: 1.30
Premium: 0.45
Premium p.a.: 0.69
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: 0.00
Omega: 1.26
Rho: 0.00
 

Quote data

Open: 14.06
High: 14.06
Low: 14.06
Previous Close: 15.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.37%
1 Month  
+35.32%
3 Months  
+100.00%
YTD     0.00%
1 Year  
+66.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.79 13.87
1M High / 1M Low: 15.79 10.61
6M High / 6M Low: 15.79 6.02
High (YTD): 02/10/2024 15.79
Low (YTD): 27/06/2024 6.02
52W High: 02/10/2024 15.79
52W Low: 27/06/2024 6.02
Avg. price 1W:   15.01
Avg. volume 1W:   0.00
Avg. price 1M:   13.17
Avg. volume 1M:   0.00
Avg. price 6M:   8.59
Avg. volume 6M:   0.00
Avg. price 1Y:   9.30
Avg. volume 1Y:   0.00
Volatility 1M:   89.19%
Volatility 6M:   94.50%
Volatility 1Y:   114.35%
Volatility 3Y:   -