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Soc. Generale Call 12 AAL 21.06.2.../  DE000SQ4M2U8  /

EUWAX
16/05/2024  10:51:37 Chg.-0.22 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
2.77EUR -7.36% -
Bid Size: -		 -
Ask Size: -		 American Airlines Gr... 12.00 USD 21/06/2024 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: 21/06/2024
Issue date: 21/11/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.85
Leverage: Yes

Calculated values

Fair value: 2.75
Intrinsic value: 2.70
Implied volatility: 0.53
Historic volatility: 0.33
Parity: 2.70
Time value: 0.13
Break-even: 13.85
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 4.47
Rho: 0.01
 

Quote data

Open: 2.80
High: 2.80
Low: 2.77
Previous Close: 2.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.37%
1 Month  
+84.67%
3 Months
  -15.29%
YTD  
+1.09%
1 Year
  -32.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.99 2.36
1M High / 1M Low: 2.99 1.50
6M High / 6M Low: 3.79 1.50
High (YTD): 01/03/2024 3.79
Low (YTD): 16/04/2024 1.50
52W High: 11/07/2023 7.34
52W Low: 01/11/2023 1.39
Avg. price 1W:   2.59
Avg. volume 1W:   0.00
Avg. price 1M:   2.24
Avg. volume 1M:   0.00
Avg. price 6M:   2.61
Avg. volume 6M:   0.00
Avg. price 1Y:   3.33
Avg. volume 1Y:   0.00
Volatility 1M:   188.06%
Volatility 6M:   162.22%
Volatility 1Y:   132.94%
Volatility 3Y:   -