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Soc. Generale Call 17 AAL 21.06.2.../  DE000SV453Q1  /

EUWAX
5/17/2024  8:27:38 AM Chg.-0.030 Bid9:10:30 PM Ask9:10:30 PM Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.150
Bid Size: 60,000		 0.160
Ask Size: 60,000		 American Airlines Gr... 17.00 USD 6/21/2024 Call
 

Master data

WKN: SV453Q
Issuer: Société Générale
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 6/21/2024
Issue date: 5/9/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 85.06
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -2.03
Time value: 0.16
Break-even: 15.80
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 3.75
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.17
Theta: -0.01
Omega: 14.72
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.67%
3 Months
  -81.58%
YTD
  -79.41%
1 Year
  -93.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.120
1M High / 1M Low: 0.350 0.100
6M High / 6M Low: 1.050 0.100
High (YTD): 1/25/2024 1.050
Low (YTD): 5/6/2024 0.100
52W High: 7/11/2023 4.090
52W Low: 5/6/2024 0.100
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   0.000
Avg. price 1Y:   1.154
Avg. volume 1Y:   0.000
Volatility 1M:   572.83%
Volatility 6M:   329.97%
Volatility 1Y:   247.70%
Volatility 3Y:   -