OverviewChartNewsTraderScreen

Soc. Generale Call 440 URI 21.06..../  DE000SH79Y33  /

EUWAX
2024-06-13  9:45:03 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
15.59EUR - -
Bid Size: -		 -
Ask Size: -		 United Rentals 440.00 - 2024-06-21 Call
 

Master data

WKN: SH79Y3
Issuer: Société Générale
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 13.59
Intrinsic value: 13.56
Implied volatility: 3.49
Historic volatility: 0.32
Parity: 13.56
Time value: 3.76
Break-even: 613.20
Moneyness: 1.31
Premium: 0.07
Premium p.a.: 45.77
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -6.11
Omega: 2.64
Rho: 0.05
 

Quote data

Open: 15.59
High: 15.59
Low: 15.59
Previous Close: 16.24
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -30.62%
3 Months
  -26.29%
YTD  
+8.19%
1 Year  
+177.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.87 15.59
1M High / 1M Low: 24.10 15.59
6M High / 6M Low: 25.69 11.66
High (YTD): 2024-03-25 25.69
Low (YTD): 2024-01-05 11.66
52W High: 2024-03-25 25.69
52W Low: 2023-10-27 4.00
Avg. price 1W:   16.77
Avg. volume 1W:   0.00
Avg. price 1M:   19.41
Avg. volume 1M:   0.00
Avg. price 6M:   19.20
Avg. volume 6M:   0.00
Avg. price 1Y:   12.98
Avg. volume 1Y:   0.00
Volatility 1M:   105.64%
Volatility 6M:   102.08%
Volatility 1Y:   125.29%
Volatility 3Y:   -