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

Frankfurt Zert./SG
8/15/2024  10:05:40 AM Chg.+0.020 Bid7:02:42 PM Ask7:02:42 PM Underlying Strike price Expiration date Option type
0.270EUR +8.00% 0.300
Bid Size: 150,000		 0.310
Ask Size: 150,000		 American Internation... 80.00 USD 3/21/2025 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: 3/21/2025
Issue date: 9/22/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.36
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.64
Time value: 0.31
Break-even: 75.75
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.39
Theta: -0.01
Omega: 8.32
Rho: 0.14
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.59%
1 Month
  -49.06%
3 Months
  -62.50%
YTD
  -28.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.650 0.250
6M High / 6M Low: 0.850 0.250
High (YTD): 5/7/2024 0.850
Low (YTD): 8/14/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.82%
Volatility 6M:   135.75%
Volatility 1Y:   -
Volatility 3Y:   -