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

Frankfurt Zert./SG
05/07/2024  21:51:26 Chg.-0.110 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
0.530EUR -17.19% 0.540
Bid Size: 15,000		 0.550
Ask Size: 15,000		 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: 7.88
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.28
Implied volatility: 0.50
Historic volatility: 0.35
Parity: 0.28
Time value: 0.27
Break-even: 46.09
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.67
Theta: -0.03
Omega: 5.28
Rho: 0.05
 

Quote data

Open: 0.620
High: 0.650
Low: 0.510
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.90%
1 Month
  -50.00%
3 Months  
+6.00%
YTD
  -1.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.530
1M High / 1M Low: 1.060 0.530
6M High / 6M Low: 1.230 0.340
High (YTD): 14/05/2024 1.230
Low (YTD): 17/01/2024 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.760
Avg. volume 1M:   0.000
Avg. price 6M:   0.711
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.42%
Volatility 6M:   216.38%
Volatility 1Y:   -
Volatility 3Y:   -