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

EUWAX
02/08/2024  09:09:07 Chg.-0.130 Bid15:08:35 Ask15:08:35 Underlying Strike price Expiration date Option type
0.410EUR -24.07% 0.380
Bid Size: 10,000		 0.420
Ask Size: 10,000		 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: 16.15
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.47
Time value: 0.43
Break-even: 78.47
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.46
Theta: -0.01
Omega: 7.36
Rho: 0.17
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month
  -2.38%
3 Months
  -31.67%
YTD  
+5.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.440
1M High / 1M Low: 0.620 0.390
6M High / 6M Low: 0.820 0.310
High (YTD): 08/05/2024 0.820
Low (YTD): 21/02/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.56%
Volatility 6M:   124.89%
Volatility 1Y:   -
Volatility 3Y:   -