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Soc. Generale Call 13 AAL 21.06.2.../  DE000SV44B00  /

EUWAX
2024-05-16  9:39:13 AM Chg.-0.26 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.93EUR -11.87% -
Bid Size: -		 -
Ask Size: -		 American Airlines Gr... 13.00 USD 2024-06-21 Call
 

Master data

WKN: SV44B0
Issuer: Société Générale
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.78
Implied volatility: 0.49
Historic volatility: 0.33
Parity: 1.78
Time value: 0.23
Break-even: 13.95
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.50%
Delta: 0.84
Theta: -0.01
Omega: 5.76
Rho: 0.01
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 2.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.38%
1 Month  
+105.32%
3 Months
  -24.02%
YTD
  -9.39%
1 Year
  -46.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.19 1.59
1M High / 1M Low: 2.19 0.94
6M High / 6M Low: 3.03 0.94
High (YTD): 2024-03-01 3.03
Low (YTD): 2024-04-16 0.94
52W High: 2023-07-11 6.65
52W Low: 2024-04-16 0.94
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.97
Avg. volume 6M:   0.00
Avg. price 1Y:   2.73
Avg. volume 1Y:   0.00
Volatility 1M:   264.46%
Volatility 6M:   189.13%
Volatility 1Y:   151.28%
Volatility 3Y:   -