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

Frankfurt Zert./SG
11/8/2024  9:47:09 PM Chg.+0.130 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
12.260EUR +1.07% 12.310
Bid Size: 300		 12.670
Ask Size: 300		 AROUNDTOWN EO-,01 1.60 EUR 3/21/2025 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: 3/21/2025
Issue date: 8/18/2023
Last trading day: 3/20/2025
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 1.65
Leverage: Yes

Calculated values

Fair value: 5.80
Intrinsic value: 4.80
Implied volatility: 2.49
Historic volatility: 0.60
Parity: 4.80
Time value: 7.82
Break-even: 2.86
Moneyness: 1.30
Premium: 0.38
Premium p.a.: 1.42
Spread abs.: 0.20
Spread %: 1.61%
Delta: 0.82
Theta: 0.00
Omega: 1.36
Rho: 0.00
 

Quote data

Open: 12.200
High: 12.540
Low: 12.200
Previous Close: 12.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.99%
1 Month
  -7.05%
3 Months  
+88.91%
YTD
  -7.82%
1 Year  
+31.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.480 11.420
1M High / 1M Low: 15.100 11.420
6M High / 6M Low: 15.100 5.350
High (YTD): 10/16/2024 15.100
Low (YTD): 3/26/2024 4.540
52W High: 10/16/2024 15.100
52W Low: 3/26/2024 4.540
Avg. price 1W:   12.036
Avg. volume 1W:   0.000
Avg. price 1M:   13.520
Avg. volume 1M:   0.000
Avg. price 6M:   9.053
Avg. volume 6M:   0.000
Avg. price 1Y:   8.779
Avg. volume 1Y:   0.000
Volatility 1M:   79.50%
Volatility 6M:   104.63%
Volatility 1Y:   120.13%
Volatility 3Y:   -