Soc. Generale Put 14 AAL 20.09.2024
/ DE000SV6QSH2
Soc. Generale Put 14 AAL 20.09.20.../ DE000SV6QSH2 /
| 2024-06-07 9:45:26 PM |
Chg.-0.040 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
-1.57% |
2.510
Bid Size: 3,000 |
2.520
Ask Size: 3,000 |
American Airlines Gr... |
14.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QSH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
2.31 |
| Time value: |
0.21 |
| Break-even: |
10.44 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-3.16 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.490 |
| High: |
2.560 |
| Low: |
2.470 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.95% |
| 1 Month |
|
|
+139.05% |
| 3 Months |
|
|
+104.07% |
| YTD |
|
|
+52.12% |
| 1 Year |
|
|
+23.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
2.380 |
| 1M High / 1M Low: |
2.580 |
0.880 |
| 6M High / 6M Low: |
2.580 |
0.880 |
| High (YTD): |
2024-05-30 |
2.580 |
| Low (YTD): |
2024-05-14 |
0.880 |
| 52W High: |
2023-10-27 |
3.570 |
| 52W Low: |
2024-05-14 |
0.880 |
| Avg. price 1W: |
|
2.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.779 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
313.62% |
| Volatility 6M: |
|
191.05% |
| Volatility 1Y: |
|
145.83% |
| Volatility 3Y: |
|
- |
