Soc. Generale Call 12 AAL 21.06.2024
/ DE000SQ4M2U8
Soc. Generale Call 12 AAL 21.06.2.../ DE000SQ4M2U8 /
| 2024-04-29 9:56:29 AM |
Chg.-0.17 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-7.83% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
12.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4M2U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
1.76 |
| Time value: |
0.31 |
| Break-even: |
13.28 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.14 |
| Rho: |
0.01 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.36% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
-40.83% |
| YTD |
|
|
-27.01% |
| 1 Year |
|
|
-41.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.17 |
| 1M High / 1M Low: |
2.70 |
1.50 |
| 6M High / 6M Low: |
3.79 |
1.39 |
| High (YTD): |
2024-03-01 |
3.79 |
| Low (YTD): |
2024-04-16 |
1.50 |
| 52W High: |
2023-07-11 |
7.34 |
| 52W Low: |
2023-11-01 |
1.39 |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
189.91% |
| Volatility 6M: |
|
160.31% |
| Volatility 1Y: |
|
128.83% |
| Volatility 3Y: |
|
- |
