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Soc. Generale Call 65 AIG 17.01.2.../  DE000SQ86S23  /

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
1.43EUR -4.03% -
Bid Size: -		 -
Ask Size: -		 American Internation... 65.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86S2
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 65.00 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: 4.85
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.22
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.22
Time value: 0.26
Break-even: 74.39
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.86
Theta: -0.01
Omega: 4.17
Rho: 0.29
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.72%
1 Month
  -4.03%
3 Months  
+26.55%
YTD  
+53.76%
1 Year  
+175.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.35
1M High / 1M Low: 1.66 1.35
6M High / 6M Low: 1.66 0.81
High (YTD): 2024-05-08 1.66
Low (YTD): 2024-01-17 0.83
52W High: 2024-05-08 1.66
52W Low: 2023-06-23 0.47
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.17
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   73.27%
Volatility 6M:   71.77%
Volatility 1Y:   78.63%
Volatility 3Y:   -