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Soc. Generale Call 54 AIG 17.01.2.../  DE000SV192W3  /

Frankfurt Zert./SG
2024-06-06  7:56:13 PM Chg.-0.030 Bid8:17:20 PM Ask- Underlying Strike price Expiration date Option type
2.100EUR -1.41% 2.100
Bid Size: 60,000		 -
Ask Size: -		 American Internation... 54.00 USD 2025-01-17 Call
 

Master data

WKN: SV192W
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 2025-01-17
Issue date: 2023-03-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 2.01
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 2.01
Time value: 0.13
Break-even: 71.06
Moneyness: 1.41
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 3.17
Rho: 0.29
 

Quote data

Open: 2.060
High: 2.190
Low: 2.050
Previous Close: 2.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -17.00%
3 Months
  -0.94%
YTD  
+31.25%
1 Year  
+114.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.350 2.130
1M High / 1M Low: 2.580 2.130
6M High / 6M Low: 2.580 1.460
High (YTD): 2024-05-07 2.580
Low (YTD): 2024-01-17 1.510
52W High: 2024-05-07 2.580
52W Low: 2023-06-23 0.920
Avg. price 1W:   2.268
Avg. volume 1W:   0.000
Avg. price 1M:   2.398
Avg. volume 1M:   0.000
Avg. price 6M:   1.973
Avg. volume 6M:   0.000
Avg. price 1Y:   1.582
Avg. volume 1Y:   0.000
Volatility 1M:   41.75%
Volatility 6M:   50.98%
Volatility 1Y:   55.05%
Volatility 3Y:   -