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

EUWAX
2024-06-06  8:55:43 AM Chg.-0.06 Bid1:18:25 PM Ask1:18:25 PM Underlying Strike price Expiration date Option type
1.25EUR -4.58% 1.24
Bid Size: 8,000		 1.30
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: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -19.35%
3 Months  
+1.63%
YTD  
+34.41%
1 Year  
+135.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.31
1M High / 1M Low: 1.66 1.31
6M High / 6M Low: 1.66 0.81
High (YTD): 2024-05-08 1.66
Low (YTD): 2024-01-17 0.83
52W High: 2024-05-08 1.66
52W Low: 2023-06-23 0.47
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.17
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   76.03%
Volatility 6M:   72.75%
Volatility 1Y:   78.18%
Volatility 3Y:   -