Soc. Generale Call 40 AIG 17.01.2025
/ DE000SV2P2C5
Soc. Generale Call 40 AIG 17.01.2.../ DE000SV2P2C5 /
| 9/17/2024 9:48:37 PM |
Chg.+0.050 |
Bid9:59:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+1.66% |
-
Bid Size: - |
-
Ask Size: - |
American Internation... |
40.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SV2P2C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/27/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
2.97 |
| Time value: |
0.04 |
| Break-even: |
66.04 |
| Moneyness: |
1.83 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.16 |
| Rho: |
0.12 |
Quote data
| Open: |
2.890 |
| High: |
3.100 |
| Low: |
2.890 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.73% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
-5.85% |
| YTD |
|
|
+15.91% |
| 1 Year |
|
|
+33.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.950 |
| 1M High / 1M Low: |
3.350 |
2.860 |
| 6M High / 6M Low: |
3.800 |
2.780 |
| High (YTD): |
5/7/2024 |
3.800 |
| Low (YTD): |
1/17/2024 |
2.590 |
| 52W High: |
5/7/2024 |
3.800 |
| 52W Low: |
10/23/2023 |
2.050 |
| Avg. price 1W: |
|
3.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.965 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.29% |
| Volatility 6M: |
|
47.90% |
| Volatility 1Y: |
|
44.21% |
| Volatility 3Y: |
|
- |
