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

EUWAX
14/11/2024  08:31:16 Chg.+0.12 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.58EUR +8.22% -
Bid Size: -		 -
Ask Size: -		 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: 4.42
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.52
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 1.52
Time value: 0.11
Break-even: 73.09
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 4.09
Rho: 0.18
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.07%
1 Month
  -7.60%
3 Months  
+18.80%
YTD  
+24.41%
1 Year  
+47.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.63 1.46
1M High / 1M Low: 1.83 1.46
6M High / 6M Low: 2.06 1.21
High (YTD): 08/05/2024 2.10
Low (YTD): 18/01/2024 1.18
52W High: 08/05/2024 2.10
52W Low: 15/11/2023 1.07
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   1.58
Avg. volume 6M:   0.00
Avg. price 1Y:   1.53
Avg. volume 1Y:   0.00
Volatility 1M:   77.31%
Volatility 6M:   81.93%
Volatility 1Y:   71.01%
Volatility 3Y:   -