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Soc. Generale Call 45 AIG 17.01.2.../  DE000SV2ZE89  /

EUWAX
2024-06-28  9:53:20 AM Chg.+0.06 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
2.81EUR +2.18% -
Bid Size: -		 -
Ask Size: -		 American Internation... 45.00 USD 2025-01-17 Call
 

Master data

WKN: SV2ZE8
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 2.73
Implied volatility: 0.37
Historic volatility: 0.16
Parity: 2.73
Time value: 0.10
Break-even: 70.30
Moneyness: 1.65
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.40
Rho: 0.22
 

Quote data

Open: 2.81
High: 2.81
Low: 2.81
Previous Close: 2.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.36%
1 Month
  -6.02%
3 Months
  -7.87%
YTD  
+24.34%
1 Year  
+74.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.89 2.72
1M High / 1M Low: 3.09 2.67
6M High / 6M Low: 3.29 2.14
High (YTD): 2024-05-08 3.29
Low (YTD): 2024-01-18 2.14
52W High: 2024-05-08 3.29
52W Low: 2023-07-14 1.54
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.82
Avg. volume 1M:   0.00
Avg. price 6M:   2.70
Avg. volume 6M:   0.00
Avg. price 1Y:   2.28
Avg. volume 1Y:   0.00
Volatility 1M:   42.89%
Volatility 6M:   46.74%
Volatility 1Y:   46.51%
Volatility 3Y:   -