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Soc. Generale Call 1.6 AT1 21.03..../  DE000SW2GFF2  /

Frankfurt Zert./SG
07/10/2024  10:57:44 Chg.-0.340 Bid11:22:01 Ask- Underlying Strike price Expiration date Option type
14.720EUR -2.26% 14.660
Bid Size: 750		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.60 EUR 21/03/2025 Call
 

Master data

WKN: SW2GFF
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.60 EUR
Maturity: 21/03/2025
Issue date: 18/08/2023
Last trading day: 20/03/2025
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.38
Leverage: Yes

Calculated values

Fair value: 6.19
Intrinsic value: 4.80
Implied volatility: 2.97
Historic volatility: 0.63
Parity: 4.80
Time value: 10.27
Break-even: 3.11
Moneyness: 1.30
Premium: 0.49
Premium p.a.: 1.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: 0.00
Omega: 1.20
Rho: 0.00
 

Quote data

Open: 15.140
High: 15.140
Low: 14.350
Previous Close: 15.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.93%
1 Month  
+49.75%
3 Months  
+118.40%
YTD  
+10.68%
1 Year  
+78.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.080 12.920
1M High / 1M Low: 15.080 9.780
6M High / 6M Low: 15.080 4.800
High (YTD): 01/10/2024 15.080
Low (YTD): 26/03/2024 4.540
52W High: 01/10/2024 15.080
52W Low: 26/03/2024 4.540
Avg. price 1W:   14.316
Avg. volume 1W:   0.000
Avg. price 1M:   12.590
Avg. volume 1M:   0.000
Avg. price 6M:   7.712
Avg. volume 6M:   0.000
Avg. price 1Y:   8.304
Avg. volume 1Y:   0.000
Volatility 1M:   146.37%
Volatility 6M:   111.82%
Volatility 1Y:   128.18%
Volatility 3Y:   -