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

Frankfurt Zert./SG
2024-06-06  9:46:52 AM Chg.-0.030 Bid10:38:57 AM Ask10:38:57 AM Underlying Strike price Expiration date Option type
1.240EUR -2.36% 1.240
Bid Size: 8,000		 1.300
Ask Size: 8,000		 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: 5.41
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 1.00
Time value: 0.29
Break-even: 72.68
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.83
Theta: -0.01
Omega: 4.47
Rho: 0.28
 

Quote data

Open: 1.250
High: 1.250
Low: 1.240
Previous Close: 1.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.33%
1 Month
  -25.30%
3 Months
  -6.06%
YTD  
+34.78%
1 Year  
+133.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 1.270
1M High / 1M Low: 1.700 1.270
6M High / 6M Low: 1.700 0.810
High (YTD): 2024-05-07 1.700
Low (YTD): 2024-01-17 0.830
52W High: 2024-05-07 1.700
52W Low: 2023-06-23 0.470
Avg. price 1W:   1.408
Avg. volume 1W:   0.000
Avg. price 1M:   1.527
Avg. volume 1M:   0.000
Avg. price 6M:   1.204
Avg. volume 6M:   0.000
Avg. price 1Y:   0.927
Avg. volume 1Y:   0.000
Volatility 1M:   67.47%
Volatility 6M:   73.18%
Volatility 1Y:   75.20%
Volatility 3Y:   -