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Soc. Generale Call 80 AIG 21.03.2.../  DE000SW3VVW1  /

EUWAX
2024-06-17  9:35:47 AM Chg.+0.010 Bid3:57:14 PM Ask3:57:14 PM Underlying Strike price Expiration date Option type
0.440EUR +2.33% 0.440
Bid Size: 125,000		 0.450
Ask Size: 125,000		 American Internation... 80.00 USD 2025-03-21 Call
 

Master data

WKN: SW3VVW
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-22
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.91
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -0.61
Time value: 0.46
Break-even: 79.35
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.44
Theta: -0.01
Omega: 6.63
Rho: 0.20
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -37.14%
3 Months
  -36.23%
YTD  
+12.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.430
1M High / 1M Low: 0.780 0.430
6M High / 6M Low: 0.820 0.310
High (YTD): 2024-05-08 0.820
Low (YTD): 2024-02-21 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.597
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.69%
Volatility 6M:   106.07%
Volatility 1Y:   -
Volatility 3Y:   -