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Soc. Generale Call 380 URI 21.06..../  DE000SH79YX8  /

EUWAX
2024-06-13  9:45:06 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
21.13EUR - -
Bid Size: -		 -
Ask Size: -		 United Rentals 380.00 - 2024-06-21 Call
 

Master data

WKN: SH79YX
Issuer: Société Générale
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 19.59
Intrinsic value: 19.56
Implied volatility: 4.32
Historic volatility: 0.32
Parity: 19.56
Time value: 3.34
Break-even: 609.00
Moneyness: 1.51
Premium: 0.06
Premium p.a.: 29.79
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -6.27
Omega: 2.13
Rho: 0.04
 

Quote data

Open: 21.13
High: 21.13
Low: 21.13
Previous Close: 21.82
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -3.38%
1 Month
  -24.40%
3 Months
  -20.11%
YTD  
+11.15%
1 Year  
+150.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 23.42 21.13
1M High / 1M Low: 29.58 21.13
6M High / 6M Low: 31.07 16.09
High (YTD): 2024-03-25 31.07
Low (YTD): 2024-01-05 16.09
52W High: 2024-03-25 31.07
52W Low: 2023-10-27 6.64
Avg. price 1W:   22.33
Avg. volume 1W:   0.00
Avg. price 1M:   24.91
Avg. volume 1M:   0.00
Avg. price 6M:   24.43
Avg. volume 6M:   0.00
Avg. price 1Y:   17.27
Avg. volume 1Y:   0.00
Volatility 1M:   82.82%
Volatility 6M:   80.32%
Volatility 1Y:   97.31%
Volatility 3Y:   -