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Soc. Generale Call 70 AIG 17.01.2.../  DE000SQ86S31  /

EUWAX
2024-06-06  8:55:43 AM Chg.-0.060 Bid1:22:15 PM Ask1:22:15 PM Underlying Strike price Expiration date Option type
0.910EUR -6.19% 0.920
Bid Size: 9,000		 0.970
Ask Size: 9,000		 American Internation... 70.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86S3
Issuer: Société Générale
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 70.00 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: 7.27
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.54
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 0.54
Time value: 0.42
Break-even: 73.97
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.73
Theta: -0.01
Omega: 5.28
Rho: 0.25
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -24.79%
3 Months
  -1.09%
YTD  
+33.82%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.970
1M High / 1M Low: 1.310 0.970
6M High / 6M Low: 1.310 0.580
High (YTD): 2024-05-08 1.310
Low (YTD): 2024-02-21 0.580
52W High: 2024-05-08 1.310
52W Low: 2023-06-23 0.340
Avg. price 1W:   1.068
Avg. volume 1W:   0.000
Avg. price 1M:   1.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.882
Avg. volume 6M:   0.000
Avg. price 1Y:   0.677
Avg. volume 1Y:   0.000
Volatility 1M:   92.89%
Volatility 6M:   87.58%
Volatility 1Y:   89.40%
Volatility 3Y:   -