Soc. Generale Call 44 UAL 20.09.2024
/ DE000SW3M5P0
Soc. Generale Call 44 UAL 20.09.2.../ DE000SW3M5P0 /
| 29/07/2024 08:18:24 |
Chg.+0.030 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-26.98% |
| 3 Months |
|
|
-56.60% |
| YTD |
|
|
-16.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.380 |
| 1M High / 1M Low: |
0.660 |
0.340 |
| 6M High / 6M Low: |
1.230 |
0.340 |
| High (YTD): |
15/05/2024 |
1.230 |
| Low (YTD): |
17/01/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.90% |
| Volatility 6M: |
|
186.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
