Soc. Generale Call 44 UAL 19.07.2024
/ DE000SW8LL70
Soc. Generale Call 44 UAL 19.07.2.../ DE000SW8LL70 /
| 2024-07-05 9:43:01 PM |
Chg.-0.090 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-18.75% |
0.390
Bid Size: 15,000 |
0.400
Ask Size: 15,000 |
United Airlines Hold... |
44.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
SW8LL7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.35 |
| Parity: |
0.28 |
| Time value: |
0.12 |
| Break-even: |
44.59 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
7.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.500 |
| Low: |
0.370 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-58.51% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.390 |
| 1M High / 1M Low: |
0.940 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
