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Soc. Generale Call 15 AAL 21.06.2.../  DE000SV44B18  /

EUWAX
5/24/2024  9:33:46 AM Chg.-0.080 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.210EUR -27.59% -
Bid Size: -		 -
Ask Size: -		 American Airlines Gr... 15.00 USD 6/21/2024 Call
 

Master data

WKN: SV44B1
Issuer: Société Générale
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 58.00
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -1.07
Time value: 0.22
Break-even: 14.05
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 2.67
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.26
Theta: -0.01
Omega: 15.36
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.57%
1 Month
  -58.82%
3 Months
  -85.42%
YTD
  -82.64%
1 Year
  -92.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.210
1M High / 1M Low: 0.850 0.210
6M High / 6M Low: 1.800 0.210
High (YTD): 1/25/2024 1.800
Low (YTD): 5/24/2024 0.210
52W High: 7/11/2023 5.300
52W Low: 5/24/2024 0.210
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   0.000
Avg. price 6M:   0.993
Avg. volume 6M:   0.000
Avg. price 1Y:   1.689
Avg. volume 1Y:   0.000
Volatility 1M:   418.04%
Volatility 6M:   281.31%
Volatility 1Y:   213.30%
Volatility 3Y:   -