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Soc. Generale Put 55 UAL 21.06.20.../  DE000SV694P2  /

Frankfurt Zert./SG
2024-06-07  9:43:29 PM Chg.0.000 Bid9:58:37 PM Ask9:58:37 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.250
Bid Size: 15,000		 0.260
Ask Size: 15,000		 United Airlines Hold... 55.00 USD 2024-06-21 Put
 

Master data

WKN: SV694P
Issuer: Société Générale
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.87
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.19
Implied volatility: 0.41
Historic volatility: 0.35
Parity: 0.19
Time value: 0.07
Break-even: 48.32
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.66
Theta: -0.05
Omega: -12.52
Rho: -0.01
 

Quote data

Open: 0.230
High: 0.260
Low: 0.220
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -31.43%
3 Months
  -78.18%
YTD
  -80.33%
1 Year
  -74.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.240
1M High / 1M Low: 0.450 0.220
6M High / 6M Low: 1.570 0.220
High (YTD): 2024-01-17 1.570
Low (YTD): 2024-05-20 0.220
52W High: 2023-10-27 2.010
52W Low: 2024-05-20 0.220
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.923
Avg. volume 6M:   0.000
Avg. price 1Y:   1.026
Avg. volume 1Y:   95.192
Volatility 1M:   254.25%
Volatility 6M:   179.31%
Volatility 1Y:   138.89%
Volatility 3Y:   -