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Soc. Generale Call 62 AIG 17.01.2.../  DE000SV247J2  /

Frankfurt Zert./SG
2024-05-17  9:38:11 PM Chg.+0.120 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.890EUR +6.78% 1.900
Bid Size: 7,000		 1.910
Ask Size: 7,000		 American Internation... 62.00 USD 2025-01-17 Call
 

Master data

WKN: SV247J
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.12
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.54
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.54
Time value: 0.22
Break-even: 74.65
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.91
Theta: -0.01
Omega: 3.73
Rho: 0.32
 

Quote data

Open: 1.710
High: 1.900
Low: 1.710
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.53%
1 Month  
+33.10%
3 Months  
+60.17%
YTD  
+73.39%
1 Year  
+209.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.890 1.760
1M High / 1M Low: 1.920 1.420
6M High / 6M Low: 1.920 0.910
High (YTD): 2024-05-07 1.920
Low (YTD): 2024-01-17 0.990
52W High: 2024-05-07 1.920
52W Low: 2023-05-31 0.550
Avg. price 1W:   1.806
Avg. volume 1W:   0.000
Avg. price 1M:   1.706
Avg. volume 1M:   0.000
Avg. price 6M:   1.327
Avg. volume 6M:   0.000
Avg. price 1Y:   1.035
Avg. volume 1Y:   0.000
Volatility 1M:   58.22%
Volatility 6M:   65.15%
Volatility 1Y:   74.56%
Volatility 3Y:   -