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Soc. Generale Call 70 AIG 20.12.2.../  DE000SV45307  /

EUWAX
9/20/2024  8:27:37 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.570EUR +1.79% -
Bid Size: -		 -
Ask Size: -		 American Internation... 70.00 USD 12/20/2024 Call
 

Master data

WKN: SV4530
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 70.00 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: 11.01
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.34
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.34
Time value: 0.26
Break-even: 68.71
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.69
Theta: -0.02
Omega: 7.57
Rho: 0.10
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -6.56%
3 Months
  -31.33%
YTD
  -10.94%
1 Year  
+14.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.530
1M High / 1M Low: 0.820 0.490
6M High / 6M Low: 1.270 0.490
High (YTD): 5/8/2024 1.270
Low (YTD): 9/12/2024 0.490
52W High: 5/8/2024 1.270
52W Low: 10/4/2023 0.410
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.616
Avg. volume 1M:   0.000
Avg. price 6M:   0.860
Avg. volume 6M:   0.000
Avg. price 1Y:   0.742
Avg. volume 1Y:   0.000
Volatility 1M:   143.54%
Volatility 6M:   128.29%
Volatility 1Y:   115.77%
Volatility 3Y:   -