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Soc. Generale Call 430 URI 21.06..../  DE000SH79Y25  /

EUWAX
2024-06-13  9:45:03 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
16.52EUR - -
Bid Size: -		 -
Ask Size: -		 United Rentals 430.00 - 2024-06-21 Call
 

Master data

WKN: SH79Y2
Issuer: Société Générale
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 14.59
Intrinsic value: 14.56
Implied volatility: 3.62
Historic volatility: 0.32
Parity: 14.56
Time value: 3.68
Break-even: 612.40
Moneyness: 1.34
Premium: 0.06
Premium p.a.: 42.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -6.15
Omega: 2.54
Rho: 0.05
 

Quote data

Open: 16.52
High: 16.52
Low: 16.52
Previous Close: 17.17
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -4.45%
1 Month
  -29.34%
3 Months
  -24.98%
YTD  
+8.97%
1 Year  
+172.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.79 16.52
1M High / 1M Low: 25.02 16.52
6M High / 6M Low: 26.58 12.38
High (YTD): 2024-03-25 26.58
Low (YTD): 2024-01-05 12.38
52W High: 2024-03-25 26.58
52W Low: 2023-10-27 4.38
Avg. price 1W:   17.70
Avg. volume 1W:   0.00
Avg. price 1M:   20.32
Avg. volume 1M:   0.00
Avg. price 6M:   20.06
Avg. volume 6M:   0.00
Avg. price 1Y:   13.67
Avg. volume 1Y:   0.00
Volatility 1M:   101.09%
Volatility 6M:   98.09%
Volatility 1Y:   120.05%
Volatility 3Y:   -