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Soc. Generale Call 12 AAL 20.12.2.../  DE000SV6S276  /

Frankfurt Zert./SG
11/13/2024  9:43:17 PM Chg.+0.150 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
2.160EUR +7.46% 2.110
Bid Size: 4,000		 2.120
Ask Size: 4,000		 American Airlines Gr... 12.00 USD 12/20/2024 Call
 

Master data

WKN: SV6S27
Issuer: Société Générale
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 12/20/2024
Issue date: 5/26/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.45
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.80
Implied volatility: 0.52
Historic volatility: 0.38
Parity: 1.80
Time value: 0.23
Break-even: 13.33
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.50%
Delta: 0.84
Theta: -0.01
Omega: 5.43
Rho: 0.01
 

Quote data

Open: 2.080
High: 2.430
Low: 2.010
Previous Close: 2.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.86%
1 Month  
+134.78%
3 Months  
+369.57%
YTD
  -37.21%
1 Year
  -11.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.180 1.830
1M High / 1M Low: 2.180 0.910
6M High / 6M Low: 3.930 0.380
High (YTD): 2/29/2024 4.560
Low (YTD): 8/15/2024 0.380
52W High: 2/29/2024 4.560
52W Low: 8/15/2024 0.380
Avg. price 1W:   2.008
Avg. volume 1W:   0.000
Avg. price 1M:   1.665
Avg. volume 1M:   0.000
Avg. price 6M:   1.178
Avg. volume 6M:   0.000
Avg. price 1Y:   2.262
Avg. volume 1Y:   0.000
Volatility 1M:   262.32%
Volatility 6M:   217.88%
Volatility 1Y:   175.30%
Volatility 3Y:   -