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Soc. Generale Call 55 AIG 17.01.2.../  DE000SQ86S07  /

Frankfurt Zert./SG
2024-06-06  9:35:17 PM Chg.-0.020 Bid9:59:07 PM Ask- Underlying Strike price Expiration date Option type
2.030EUR -0.98% 2.020
Bid Size: 7,000		 -
Ask Size: -		 American Internation... 55.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86S0
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 55.00 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: 3.39
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 1.92
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.92
Time value: 0.14
Break-even: 71.18
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 3.25
Rho: 0.29
 

Quote data

Open: 1.980
High: 2.080
Low: 1.970
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.96%
1 Month
  -17.14%
3 Months
  -0.49%
YTD  
+32.68%
1 Year  
+115.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.280 2.050
1M High / 1M Low: 2.500 2.050
6M High / 6M Low: 2.500 1.390
High (YTD): 2024-05-07 2.500
Low (YTD): 2024-01-17 1.440
52W High: 2024-05-07 2.500
52W Low: 2023-06-23 0.870
Avg. price 1W:   2.190
Avg. volume 1W:   0.000
Avg. price 1M:   2.316
Avg. volume 1M:   0.000
Avg. price 6M:   1.899
Avg. volume 6M:   0.000
Avg. price 1Y:   1.516
Avg. volume 1Y:   0.000
Volatility 1M:   45.46%
Volatility 6M:   52.91%
Volatility 1Y:   57.37%
Volatility 3Y:   -