We studied the flaring activity of the Galactic Center supermassive black hole Sgr A* close to the DSO/G2 pericenter passage with XMM-Newton, HST/WFC3, VLT/SINFONI, VLA and CARMA. We detected 3 and 2 NIR and 2 X-ray flares with HST, VLT and XMM-Newton, respectively. The Mar. 10 X-ray flare has a long rise and a rapid decay. Its NIR counterpart peaked before the X-ray peak implying a variation in the X-ray-to-NIR flux ratio. This flare may be one flare created by the adiabatic compression of a plasmon or 2 close flares with simultaneous X-ray/NIR peaks. The rising radio flux-density observed on Mar. 10 with the VLA could be the delayed emission from a NIR/X-ray flare preceding our observations. On Apr. 2, we observed the start of the NIR counterpart of the X-ray flare and the end of a bright NIR flare without X-ray counterpart. We studied the physical parameters of the flaring region for each NIR flare but none of the radiative processes can be ruled out for the X-ray flares creation. Our X-ray flaring rate is consistent with those observed in the 2012 Chandra/XVP campaign. No increase in the flaring activity was thus triggered close to the DSO/G2 pericenter passage.