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Soc. Generale Call 75 AIG 17.01.2.../  DE000SQ86S49  /

EUWAX
8/15/2024  8:54:49 AM Chg.+0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.350EUR +12.90% -
Bid Size: -		 -
Ask Size: -		 American Internation... 75.00 USD 1/17/2025 Call
 

Master data

WKN: SQ86S4
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 75.00 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: 16.98
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.19
Time value: 0.39
Break-even: 72.01
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.50
Theta: -0.02
Omega: 8.50
Rho: 0.12
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -46.15%
3 Months
  -61.11%
YTD
  -27.08%
1 Year  
+16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.780 0.310
6M High / 6M Low: 0.990 0.310
High (YTD): 5/8/2024 0.990
Low (YTD): 8/14/2024 0.310
52W High: 5/8/2024 0.990
52W Low: 8/31/2023 0.280
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.677
Avg. volume 6M:   0.000
Avg. price 1Y:   0.536
Avg. volume 1Y:   0.000
Volatility 1M:   222.88%
Volatility 6M:   137.37%
Volatility 1Y:   117.20%
Volatility 3Y:   -