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

EUWAX
06/06/2024  09:44:08 Chg.-0.003 Bid20:27:35 Ask20:27:35 Underlying Strike price Expiration date Option type
0.059EUR -4.84% 0.044
Bid Size: 40,000		 0.055
Ask Size: 40,000		 American Airlines Gr... 13.00 USD 21/06/2024 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: 21/06/2024
Issue date: 08/05/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 138.78
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.35
Parity: -1.27
Time value: 0.08
Break-even: 12.03
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 16.94
Spread abs.: 0.01
Spread %: 16.67%
Delta: 0.15
Theta: -0.01
Omega: 20.25
Rho: 0.00
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.83%
1 Month
  -95.20%
3 Months
  -97.39%
YTD
  -97.23%
1 Year
  -98.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.062
1M High / 1M Low: 2.190 0.062
6M High / 6M Low: 3.030 0.062
High (YTD): 01/03/2024 3.030
Low (YTD): 05/06/2024 0.062
52W High: 11/07/2023 6.650
52W Low: 05/06/2024 0.062
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   1.174
Avg. volume 1M:   0.000
Avg. price 6M:   1.906
Avg. volume 6M:   0.000
Avg. price 1Y:   2.557
Avg. volume 1Y:   0.000
Volatility 1M:   386.38%
Volatility 6M:   233.82%
Volatility 1Y:   181.70%
Volatility 3Y:   -