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Soc. Generale Call 420 URI 21.06..../  DE000SH79Y17  /

EUWAX
2024-06-13  9:45:03 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
17.44EUR - -
Bid Size: -		 -
Ask Size: -		 United Rentals 420.00 - 2024-06-21 Call
 

Master data

WKN: SH79Y1
Issuer: Société Générale
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 15.59
Intrinsic value: 15.58
Implied volatility: 4.60
Historic volatility: 0.32
Parity: 15.58
Time value: 3.60
Break-even: 611.80
Moneyness: 1.37
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -9.28
Omega: 2.45
Rho: 0.03
 

Quote data

Open: 17.44
High: 17.44
Low: 17.44
Previous Close: 18.09
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -11.56%
1 Month
  -24.07%
3 Months
  -24.96%
YTD  
+9.69%
1 Year  
+181.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 19.72 17.44
1M High / 1M Low: 24.86 17.44
6M High / 6M Low: 27.48 13.08
High (YTD): 2024-03-25 27.48
Low (YTD): 2024-01-05 13.08
52W High: 2024-03-25 27.48
52W Low: 2023-10-27 4.78
Avg. price 1W:   18.42
Avg. volume 1W:   0.00
Avg. price 1M:   20.74
Avg. volume 1M:   0.00
Avg. price 6M:   20.96
Avg. volume 6M:   0.00
Avg. price 1Y:   14.43
Avg. volume 1Y:   0.00
Volatility 1M:   92.12%
Volatility 6M:   94.54%
Volatility 1Y:   111.57%
Volatility 3Y:   -