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Soc. Generale Call 50 AIG 20.12.2.../  DE000SV453Y5  /

Frankfurt Zert./SG
9/20/2024  9:41:47 PM Chg.-0.020 Bid9:58:26 PM Ask- Underlying Strike price Expiration date Option type
2.180EUR -0.91% 2.180
Bid Size: 4,000		 -
Ask Size: -		 American Internation... 50.00 USD 12/20/2024 Call
 

Master data

WKN: SV453Y
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.03
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.13
Implied volatility: 0.43
Historic volatility: 0.18
Parity: 2.13
Time value: 0.05
Break-even: 66.59
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.96
Rho: 0.11
 

Quote data

Open: 2.080
High: 2.190
Low: 2.080
Previous Close: 2.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.81%
1 Month
  -4.39%
3 Months
  -9.92%
YTD  
+17.20%
1 Year  
+41.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 2.150
1M High / 1M Low: 2.460 1.990
6M High / 6M Low: 2.920 1.930
High (YTD): 5/7/2024 2.920
Low (YTD): 1/17/2024 1.780
52W High: 5/7/2024 2.920
52W Low: 10/23/2023 1.360
Avg. price 1W:   2.172
Avg. volume 1W:   0.000
Avg. price 1M:   2.228
Avg. volume 1M:   0.000
Avg. price 6M:   2.436
Avg. volume 6M:   0.000
Avg. price 1Y:   2.143
Avg. volume 1Y:   0.000
Volatility 1M:   63.95%
Volatility 6M:   64.00%
Volatility 1Y:   57.90%
Volatility 3Y:   -