Soc. Generale Call 1.9 AT1 20.06.2025
/ DE000SW2GFR7
Soc. Generale Call 1.9 AT1 20.06..../ DE000SW2GFR7 /
1/24/2025 9:50:27 PM |
Chg.-0.760 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.730EUR |
-8.01% |
8.740 Bid Size: 400 |
9.040 Ask Size: 400 |
AROUNDTOWN EO-,01 |
1.90 EUR |
6/20/2025 |
Call |
Master data
WKN: |
SW2GFR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.90 EUR |
Maturity: |
6/20/2025 |
Issue date: |
8/18/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.89 |
Intrinsic value: |
1.80 |
Implied volatility: |
1.66 |
Historic volatility: |
0.56 |
Parity: |
1.80 |
Time value: |
7.15 |
Break-even: |
2.80 |
Moneyness: |
1.09 |
Premium: |
0.34 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.20 |
Spread %: |
2.29% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
1.70 |
Rho: |
0.00 |
Quote data
Open: |
9.570 |
High: |
9.770 |
Low: |
8.730 |
Previous Close: |
9.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.64% |
1 Month |
|
|
-18.72% |
3 Months |
|
|
-30.16% |
YTD |
|
|
-21.00% |
1 Year |
|
|
-7.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
9.490 |
8.470 |
1M High / 1M Low: |
11.050 |
7.120 |
6M High / 6M Low: |
13.750 |
4.560 |
High (YTD): |
1/2/2025 |
10.230 |
Low (YTD): |
1/14/2025 |
7.120 |
52W High: |
12/2/2024 |
13.750 |
52W Low: |
6/26/2024 |
4.430 |
Avg. price 1W: |
|
8.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.894 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.639 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.130 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
121.75% |
Volatility 6M: |
|
112.53% |
Volatility 1Y: |
|
115.62% |
Volatility 3Y: |
|
- |