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Soc. Generale Call 60 AIG 17.01.2.../  DE000SQ86S15  /

EUWAX
7/16/2024  8:55:40 AM Chg.+0.02 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.69EUR +1.20% -
Bid Size: -		 -
Ask Size: -		 American Internation... 60.00 USD 1/17/2025 Call
 

Master data

WKN: SQ86S1
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.02
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.62
Implied volatility: 0.29
Historic volatility: 0.15
Parity: 1.62
Time value: 0.15
Break-even: 72.75
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 3.72
Rho: 0.24
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.92%
1 Month  
+14.97%
3 Months  
+11.92%
YTD  
+39.67%
1 Year  
+131.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.67 1.51
1M High / 1M Low: 1.67 1.43
6M High / 6M Low: 2.03 1.12
High (YTD): 5/8/2024 2.03
Low (YTD): 1/17/2024 1.12
52W High: 5/8/2024 2.03
52W Low: 8/28/2023 0.75
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   1.58
Avg. volume 6M:   0.00
Avg. price 1Y:   1.28
Avg. volume 1Y:   0.00
Volatility 1M:   57.90%
Volatility 6M:   63.16%
Volatility 1Y:   64.63%
Volatility 3Y:   -