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

EUWAX
9/17/2024  8:54:53 AM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% -
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: 17.73
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.18
Time value: 0.37
Break-even: 71.09
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.49
Theta: -0.02
Omega: 8.73
Rho: 0.10
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month
  -10.81%
3 Months
  -41.07%
YTD
  -31.25%
1 Year
  -8.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.310
1M High / 1M Low: 0.540 0.300
6M High / 6M Low: 0.990 0.300
High (YTD): 5/8/2024 0.990
Low (YTD): 9/9/2024 0.300
52W High: 5/8/2024 0.990
52W Low: 9/9/2024 0.300
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   0.545
Avg. volume 1Y:   0.000
Volatility 1M:   167.81%
Volatility 6M:   142.62%
Volatility 1Y:   125.41%
Volatility 3Y:   -