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Soc. Generale Call 62 AIG 17.01.2.../  DE000SV247J2  /

Frankfurt Zert./SG
31/05/2024  21:47:33 Chg.-0.060 Bid21:59:45 Ask21:59:45 Underlying Strike price Expiration date Option type
1.670EUR -3.47% 1.750
Bid Size: 7,000		 1.760
Ask Size: 7,000		 American Internation... 62.00 USD 17/01/2025 Call
 

Master data

WKN: SV247J
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.13
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.55
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.55
Time value: 0.21
Break-even: 74.75
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.91
Theta: -0.01
Omega: 3.74
Rho: 0.30
 

Quote data

Open: 1.660
High: 1.680
Low: 1.650
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.76%
1 Month  
+5.70%
3 Months  
+21.01%
YTD  
+53.21%
1 Year  
+198.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.730 1.640
1M High / 1M Low: 1.920 1.640
6M High / 6M Low: 1.920 0.960
High (YTD): 07/05/2024 1.920
Low (YTD): 17/01/2024 0.990
52W High: 07/05/2024 1.920
52W Low: 01/06/2023 0.560
Avg. price 1W:   1.682
Avg. volume 1W:   0.000
Avg. price 1M:   1.779
Avg. volume 1M:   0.000
Avg. price 6M:   1.385
Avg. volume 6M:   0.000
Avg. price 1Y:   1.077
Avg. volume 1Y:   0.000
Volatility 1M:   53.31%
Volatility 6M:   64.79%
Volatility 1Y:   71.20%
Volatility 3Y:   -