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Soc. Generale Call 80 AIG 21.03.2.../  DE000SW3VVW1  /

Frankfurt Zert./SG
16/07/2024  21:42:03 Chg.+0.020 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.550EUR +3.77% 0.580
Bid Size: 8,000		 0.590
Ask Size: 8,000		 American Internation... 80.00 USD 21/03/2025 Call
 

Master data

WKN: SW3VVW
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 21/03/2025
Issue date: 22/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.95
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.22
Time value: 0.55
Break-even: 78.91
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.53
Theta: -0.01
Omega: 6.85
Rho: 0.22
 

Quote data

Open: 0.520
High: 0.570
Low: 0.510
Previous Close: 0.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.58%
1 Month  
+19.57%
3 Months
  -12.70%
YTD  
+44.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.480
1M High / 1M Low: 0.550 0.400
6M High / 6M Low: 0.850 0.320
High (YTD): 07/05/2024 0.850
Low (YTD): 18/01/2024 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.475
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.20%
Volatility 6M:   112.83%
Volatility 1Y:   -
Volatility 3Y:   -