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Soc. Generale Call 44 UAL 20.09.2.../  DE000SW3M5P0  /

Frankfurt Zert./SG
29/07/2024  19:02:45 Chg.-0.050 Bid19:28:43 Ask19:28:43 Underlying Strike price Expiration date Option type
0.430EUR -10.42% 0.420
Bid Size: 125,000		 0.430
Ask Size: 125,000		 United Airlines Hold... 44.00 USD 20/09/2024 Call
 

Master data

WKN: SW3M5P
Issuer: Société Générale
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 20/09/2024
Issue date: 19/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.91
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.31
Implied volatility: 0.46
Historic volatility: 0.35
Parity: 0.31
Time value: 0.18
Break-even: 45.44
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.70
Theta: -0.03
Omega: 6.27
Rho: 0.04
 

Quote data

Open: 0.460
High: 0.480
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.82%
1 Month
  -35.82%
3 Months
  -60.55%
YTD
  -20.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.400
1M High / 1M Low: 0.640 0.350
6M High / 6M Low: 1.230 0.350
High (YTD): 14/05/2024 1.230
Low (YTD): 17/01/2024 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   0.712
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.35%
Volatility 6M:   225.21%
Volatility 1Y:   -
Volatility 3Y:   -