OverviewChartNewsTraderScreen

Soc. Generale Call 1.8 AT1 20.12..../  DE000SW2GFA3  /

Frankfurt Zert./SG
30/08/2024  21:43:10 Chg.+0.420 Bid21:58:13 Ask- Underlying Strike price Expiration date Option type
6.130EUR +7.36% 6.170
Bid Size: 500		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.80 EUR 20/12/2024 Call
 

Master data

WKN: SW2GFA
Issuer: Société Générale
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.80 EUR
Maturity: 20/12/2024
Issue date: 18/08/2023
Last trading day: 19/12/2024
Ratio: 1:10
Exercise type: American
Quanto: -
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 4.47
Intrinsic value: 2.80
Implied volatility: 1.10
Historic volatility: 0.64
Parity: 2.80
Time value: 3.43
Break-even: 2.42
Moneyness: 1.16
Premium: 0.16
Premium p.a.: 0.65
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: 0.00
Omega: 2.38
Rho: 0.00
 

Quote data

Open: 5.670
High: 6.280
Low: 5.670
Previous Close: 5.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.10%
1 Month  
+63.03%
3 Months  
+8.30%
YTD
  -42.60%
1 Year  
+63.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.730 5.290
1M High / 1M Low: 6.730 3.590
6M High / 6M Low: 6.730 2.750
High (YTD): 02/01/2024 9.870
Low (YTD): 04/03/2024 2.750
52W High: 28/12/2023 10.840
52W Low: 04/03/2024 2.750
Avg. price 1W:   5.906
Avg. volume 1W:   0.000
Avg. price 1M:   4.618
Avg. volume 1M:   0.000
Avg. price 6M:   4.515
Avg. volume 6M:   0.000
Avg. price 1Y:   5.701
Avg. volume 1Y:   0.000
Volatility 1M:   139.39%
Volatility 6M:   171.19%
Volatility 1Y:   156.15%
Volatility 3Y:   -