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

Frankfurt Zert./SG
2024-05-17  9:49:54 PM Chg.+0.100 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.990EUR +11.24% 0.980
Bid Size: 9,000		 0.990
Ask Size: 9,000		 American Internation... 75.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.23
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.34
Implied volatility: 0.26
Historic volatility: 0.16
Parity: 0.34
Time value: 0.54
Break-even: 77.81
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.68
Theta: -0.02
Omega: 5.57
Rho: 0.27
 

Quote data

Open: 0.850
High: 0.990
Low: 0.840
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.02%
1 Month  
+47.76%
3 Months  
+98.00%
YTD  
+110.64%
1 Year  
+253.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.870
1M High / 1M Low: 1.020 0.670
6M High / 6M Low: 1.020 0.370
High (YTD): 2024-05-07 1.020
Low (YTD): 2024-01-17 0.400
52W High: 2024-05-07 1.020
52W Low: 2023-06-23 0.230
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.622
Avg. volume 6M:   0.000
Avg. price 1Y:   0.470
Avg. volume 1Y:   0.000
Volatility 1M:   87.52%
Volatility 6M:   95.47%
Volatility 1Y:   101.26%
Volatility 3Y:   -