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Soc. Generale Call 45 AIG 21.06.2.../  DE000SV192M4  /

Frankfurt Zert./SG
2024-05-28  9:39:49 PM Chg.-0.040 Bid9:58:04 PM Ask- Underlying Strike price Expiration date Option type
2.990EUR -1.32% 2.980
Bid Size: 6,000		 -
Ask Size: -		 American Internation... 45.00 USD 2024-06-21 Call
 

Master data

WKN: SV192M
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-06-21
Issue date: 2023-03-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 3.04
Implied volatility: 1.38
Historic volatility: 0.16
Parity: 3.04
Time value: 0.06
Break-even: 72.43
Moneyness: 1.73
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.05
Omega: 2.22
Rho: 0.02
 

Quote data

Open: 2.970
High: 3.000
Low: 2.900
Previous Close: 3.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.78%
1 Month  
+7.17%
3 Months  
+16.80%
YTD  
+40.38%
1 Year  
+135.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.140 3.020
1M High / 1M Low: 3.300 2.860
6M High / 6M Low: 3.300 1.890
High (YTD): 2024-05-07 3.300
Low (YTD): 2024-01-17 2.070
52W High: 2024-05-07 3.300
52W Low: 2023-05-31 1.180
Avg. price 1W:   3.076
Avg. volume 1W:   0.000
Avg. price 1M:   3.138
Avg. volume 1M:   0.000
Avg. price 6M:   2.548
Avg. volume 6M:   0.000
Avg. price 1Y:   2.060
Avg. volume 1Y:   0.000
Volatility 1M:   45.35%
Volatility 6M:   43.68%
Volatility 1Y:   51.84%
Volatility 3Y:   -