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Soc. Generale Call 46 UAL 21.06.2.../  DE000SV44KN3  /

EUWAX
2024-05-28  9:19:48 AM Chg.-0.010 Bid10:38:32 AM Ask10:38:32 AM Underlying Strike price Expiration date Option type
0.540EUR -1.82% 0.570
Bid Size: 10,000		 0.620
Ask Size: 10,000		 United Airlines Hold... 46.00 USD 2024-06-21 Call
 

Master data

WKN: SV44KN
Issuer: Société Générale
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.53
Implied volatility: 0.42
Historic volatility: 0.35
Parity: 0.53
Time value: 0.04
Break-even: 48.05
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.88
Theta: -0.03
Omega: 7.35
Rho: 0.02
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.50%
1 Month
  -28.00%
3 Months  
+54.29%
YTD  
+58.82%
1 Year
  -47.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.550
1M High / 1M Low: 0.870 0.550
6M High / 6M Low: 0.870 0.150
High (YTD): 2024-05-15 0.870
Low (YTD): 2024-04-16 0.150
52W High: 2023-07-21 1.580
52W Low: 2024-04-16 0.150
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.631
Avg. volume 1Y:   0.000
Volatility 1M:   193.10%
Volatility 6M:   262.52%
Volatility 1Y:   206.87%
Volatility 3Y:   -