OverviewChartNewsTraderScreen

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

EUWAX
2024-06-04  8:56:14 AM Chg.-0.06 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.79EUR -3.24% -
Bid Size: -		 -
Ask Size: -		 American Internation... 60.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.68
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.68
Time value: 0.18
Break-even: 73.61
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.93
Theta: -0.01
Omega: 3.58
Rho: 0.30
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.11%
1 Month
  -3.24%
3 Months  
+23.45%
YTD  
+47.93%
1 Year  
+155.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.71
1M High / 1M Low: 2.03 1.71
6M High / 6M Low: 2.03 1.08
High (YTD): 2024-05-08 2.03
Low (YTD): 2024-01-17 1.12
52W High: 2024-05-08 2.03
52W Low: 2023-06-05 0.64
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   1.49
Avg. volume 6M:   0.00
Avg. price 1Y:   1.18
Avg. volume 1Y:   0.00
Volatility 1M:   59.30%
Volatility 6M:   60.03%
Volatility 1Y:   67.84%
Volatility 3Y:   -