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Soc. Generale Call 54 AIG 17.01.2.../  DE000SV192W3  /

EUWAX
17/09/2024  09:24:49 Chg.+0.01 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.70EUR +0.59% -
Bid Size: -		 -
Ask Size: -		 American Internation... 54.00 USD 17/01/2025 Call
 

Master data

WKN: SV192W
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 17/01/2025
Issue date: 17/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.71
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 1.71
Time value: 0.09
Break-even: 66.52
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 3.43
Rho: 0.15
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.80%
1 Month
  -2.30%
3 Months
  -11.46%
YTD  
+5.59%
1 Year  
+34.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.64
1M High / 1M Low: 2.02 1.64
6M High / 6M Low: 2.50 1.55
High (YTD): 08/05/2024 2.50
Low (YTD): 18/01/2024 1.46
52W High: 08/05/2024 2.50
52W Low: 23/10/2023 1.13
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   2.05
Avg. volume 6M:   0.00
Avg. price 1Y:   1.79
Avg. volume 1Y:   0.00
Volatility 1M:   67.82%
Volatility 6M:   70.36%
Volatility 1Y:   64.92%
Volatility 3Y:   -