Soc. Generale Call 11 AAL 20.12.2024
/ DE000SU2S8B3
Soc. Generale Call 11 AAL 20.12.2.../ DE000SU2S8B3 /
| 11/13/2024 9:45:43 PM |
Chg.+0.180 |
Bid9:59:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
+6.36% |
2.970
Bid Size: 3,000 |
-
Ask Size: - |
American Airlines Gr... |
11.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2S8B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
2.74 |
| Time value: |
0.12 |
| Break-even: |
13.22 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.23 |
| Rho: |
0.01 |
Quote data
| Open: |
2.930 |
| High: |
3.260 |
| Low: |
2.850 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.69% |
| 1 Month |
|
|
+115.00% |
| 3 Months |
|
|
+336.23% |
| YTD |
|
|
-25.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.050 |
2.630 |
| 1M High / 1M Low: |
3.050 |
1.420 |
| 6M High / 6M Low: |
4.660 |
0.590 |
| High (YTD): |
2/29/2024 |
5.310 |
| Low (YTD): |
8/14/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.05% |
| Volatility 6M: |
|
192.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
