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Soc. Generale Call 370 URI 21.06..../  DE000SH79YW0  /

Frankfurt Zert./SG
2024-06-13  6:55:02 PM Chg.-0.010 Bid9:59:18 PM Ask- Underlying Strike price Expiration date Option type
23.550EUR -0.04% -
Bid Size: -		 -
Ask Size: -		 United Rentals 370.00 - 2024-06-21 Call
 

Master data

WKN: SH79YW
Issuer: Société Générale
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 20.59
Intrinsic value: 20.56
Implied volatility: 4.46
Historic volatility: 0.32
Parity: 20.56
Time value: 3.27
Break-even: 608.30
Moneyness: 1.56
Premium: 0.06
Premium p.a.: 27.71
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -6.27
Omega: 2.07
Rho: 0.04
 

Quote data

Open: 22.380
High: 23.550
Low: 22.050
Previous Close: 23.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.81%
1 Month
  -18.91%
3 Months
  -15.38%
YTD  
+18.94%
1 Year  
+177.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 25.520 23.550
1M High / 1M Low: 30.350 23.550
6M High / 6M Low: 32.060 16.790
High (YTD): 2024-03-04 32.060
Low (YTD): 2024-01-05 16.790
52W High: 2024-03-04 32.060
52W Low: 2023-10-27 7.040
Avg. price 1W:   24.098
Avg. volume 1W:   0.000
Avg. price 1M:   26.324
Avg. volume 1M:   0.000
Avg. price 6M:   25.957
Avg. volume 6M:   0.000
Avg. price 1Y:   18.280
Avg. volume 1Y:   0.000
Volatility 1M:   65.86%
Volatility 6M:   77.95%
Volatility 1Y:   92.56%
Volatility 3Y:   -