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Soc. Generale Call 58 AIG 17.01.2.../  DE000SV192Y9  /

Frankfurt Zert./SG
8/15/2024  10:10:15 AM Chg.+0.070 Bid8:47:33 PM Ask8:00:32 PM Underlying Strike price Expiration date Option type
1.400EUR +5.26% 1.520
Bid Size: 70,000		 -
Ask Size: -		 American Internation... 58.00 USD 1/17/2025 Call
 

Master data

WKN: SV192Y
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 1/17/2025
Issue date: 3/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.35
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 1.35
Time value: 0.14
Break-even: 67.57
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.91
Theta: -0.01
Omega: 4.06
Rho: 0.19
 

Quote data

Open: 1.400
High: 1.400
Low: 1.400
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -26.70%
3 Months
  -32.37%
YTD  
+5.26%
1 Year  
+57.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.330
1M High / 1M Low: 2.080 1.320
6M High / 6M Low: 2.250 1.320
High (YTD): 5/7/2024 2.250
Low (YTD): 1/17/2024 1.240
52W High: 5/7/2024 2.250
52W Low: 8/22/2023 0.830
Avg. price 1W:   1.402
Avg. volume 1W:   0.000
Avg. price 1M:   1.690
Avg. volume 1M:   0.000
Avg. price 6M:   1.819
Avg. volume 6M:   0.000
Avg. price 1Y:   1.486
Avg. volume 1Y:   0.000
Volatility 1M:   124.41%
Volatility 6M:   75.47%
Volatility 1Y:   68.03%
Volatility 3Y:   -