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Soc. Generale Call 60 AIG 21.03.2.../  DE000SW3PJ18  /

Frankfurt Zert./SG
09/07/2024  11:00:05 Chg.-0.030 Bid09/07/2024 Ask09/07/2024 Underlying Strike price Expiration date Option type
1.580EUR -1.86% 1.580
Bid Size: 5,000		 1.650
Ask Size: 5,000		 American Internation... 60.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PJ1
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.24
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.37
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 1.37
Time value: 0.26
Break-even: 71.70
Moneyness: 1.25
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.87
Theta: -0.01
Omega: 3.69
Rho: 0.31
 

Quote data

Open: 1.590
High: 1.590
Low: 1.580
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.95%
1 Month
  -10.23%
3 Months
  -12.22%
YTD  
+25.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.540
1M High / 1M Low: 1.780 1.540
6M High / 6M Low: 2.140 1.180
High (YTD): 07/05/2024 2.140
Low (YTD): 17/01/2024 1.180
52W High: - -
52W Low: - -
Avg. price 1W:   1.614
Avg. volume 1W:   0.000
Avg. price 1M:   1.631
Avg. volume 1M:   0.000
Avg. price 6M:   1.669
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.19%
Volatility 6M:   60.98%
Volatility 1Y:   -
Volatility 3Y:   -