OverviewChartNewsTraderScreen

Soc. Generale Call 14 AAL 21.06.2.../  DE000SQ4FB19  /

EUWAX
2024-05-20  8:53:52 AM Chg.-0.05 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.06EUR -4.50% -
Bid Size: -		 -
Ask Size: -		 American Airlines Gr... 14.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FB1
Issuer: Société Générale
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 12.21
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.67
Implied volatility: 0.45
Historic volatility: 0.33
Parity: 0.67
Time value: 0.44
Break-even: 13.99
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 0.91%
Delta: 0.68
Theta: -0.01
Omega: 8.34
Rho: 0.01
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.58%
1 Month  
+4.95%
3 Months
  -38.37%
YTD
  -34.57%
1 Year
  -69.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 0.95
1M High / 1M Low: 1.43 0.63
6M High / 6M Low: 2.35 0.54
High (YTD): 2024-01-25 2.35
Low (YTD): 2024-04-16 0.54
52W High: 2023-07-11 5.93
52W Low: 2024-04-16 0.54
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   2.18
Avg. volume 1Y:   0.00
Volatility 1M:   323.94%
Volatility 6M:   242.17%
Volatility 1Y:   187.74%
Volatility 3Y:   -