Soc. Generale Call 75 AIG 21.03.2025
/ DE000SW7LEV1
Soc. Generale Call 75 AIG 21.03.2.../ DE000SW7LEV1 /
| 2024-08-02 8:18:57 AM |
Chg.-0.150 |
Bid3:35:40 PM |
Ask3:35:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-19.48% |
0.580
Bid Size: 100,000 |
0.590
Ask Size: 100,000 |
American Internation... |
75.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW7LEV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
0.64 |
| Break-even: |
75.93 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
6.32 |
| Rho: |
0.22 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
-3.13% |
| 3 Months |
|
|
-32.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.650 |
| 1M High / 1M Low: |
0.880 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.715 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
