Soc. Generale Call 1.6 AT1 21.03.2025
/ DE000SW2GFF2
Soc. Generale Call 1.6 AT1 21.03..../ DE000SW2GFF2 /
| 2024-07-26 10:14:47 AM |
Chg.+0.02 |
Bid5:43:40 PM |
Ask5:43:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.56EUR |
+0.36% |
5.77
Bid Size: 600 |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.60 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.74 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.62 |
| Parity: |
4.80 |
| Time value: |
0.57 |
| Break-even: |
2.14 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
3.55 |
| Rho: |
0.01 |
Quote data
| Open: |
5.56 |
| High: |
5.56 |
| Low: |
5.56 |
| Previous Close: |
5.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.31% |
| 1 Month |
|
|
+2.96% |
| 3 Months |
|
|
-5.28% |
| YTD |
|
|
-58.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.25 |
5.54 |
| 1M High / 1M Low: |
8.18 |
5.37 |
| 6M High / 6M Low: |
9.76 |
3.99 |
| High (YTD): |
2024-01-08 |
12.80 |
| Low (YTD): |
2024-03-27 |
3.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.70% |
| Volatility 6M: |
|
155.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
