OverviewChartNewsTraderScreen

Soc. Generale Call 80 AIG 20.12.2.../  DE000SW3VVV3  /

Frankfurt Zert./SG
2024-09-20  9:44:01 PM Chg.-0.010 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 10,000		 0.160
Ask Size: 10,000		 American Internation... 80.00 USD 2024-12-20 Call
 

Master data

WKN: SW3VVV
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.30
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.56
Time value: 0.16
Break-even: 73.26
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.31
Theta: -0.02
Omega: 12.81
Rho: 0.05
 

Quote data

Open: 0.150
High: 0.160
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -28.57%
3 Months
  -57.14%
YTD
  -48.28%
1 Year
  -37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.700 0.140
High (YTD): 2024-05-07 0.700
Low (YTD): 2024-09-06 0.140
52W High: 2024-05-07 0.700
52W Low: 2024-09-06 0.140
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.341
Avg. volume 1Y:   0.000
Volatility 1M:   227.60%
Volatility 6M:   175.50%
Volatility 1Y:   153.23%
Volatility 3Y:   -