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Soc. Generale Call 55 AIG 20.09.2.../  DE000SV192Q5  /

EUWAX
2024-06-06  9:47:35 AM Chg.- Bid7:48:02 AM Ask7:48:02 AM Underlying Strike price Expiration date Option type
1.87EUR - 1.86
Bid Size: 7,000		 -
Ask Size: -		 American Internation... 55.00 USD 2024-09-20 Call
 

Master data

WKN: SV192Q
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2023-03-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 1.92
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 1.92
Time value: 0.06
Break-even: 70.38
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 3.48
Rho: 0.14
 

Quote data

Open: 1.87
High: 1.87
Low: 1.87
Previous Close: 1.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.79%
1 Month
  -19.74%
3 Months  
+1.63%
YTD  
+30.77%
1 Year  
+107.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.16 1.87
1M High / 1M Low: 2.34 1.87
6M High / 6M Low: 2.34 1.23
High (YTD): 2024-05-08 2.34
Low (YTD): 2024-01-18 1.28
52W High: 2024-05-08 2.34
52W Low: 2023-06-23 0.76
Avg. price 1W:   2.05
Avg. volume 1W:   0.00
Avg. price 1M:   2.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   1.38
Avg. volume 1Y:   0.00
Volatility 1M:   57.64%
Volatility 6M:   66.05%
Volatility 1Y:   68.89%
Volatility 3Y:   -