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Soc. Generale Call 560 UNH 21.06..../  DE000SH79Y82  /

Frankfurt Zert./SG
2024-05-23  5:47:08 PM Chg.-0.040 Bid5:57:50 PM Ask5:57:50 PM Underlying Strike price Expiration date Option type
0.110EUR -26.67% 0.110
Bid Size: 50,000		 0.120
Ask Size: 50,000		 UnitedHealth Group I... 560.00 USD 2024-06-21 Call
 

Master data

WKN: SH79Y8
Issuer: Société Générale
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 560.00 USD
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 301.01
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -3.57
Time value: 0.16
Break-even: 518.91
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.56
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.12
Theta: -0.10
Omega: 36.38
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.140
Low: 0.110
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month  
+10.00%
3 Months
  -90.35%
YTD
  -93.85%
1 Year
  -95.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.210 0.095
6M High / 6M Low: 3.420 0.095
High (YTD): 2024-01-04 2.590
Low (YTD): 2024-05-06 0.095
52W High: 2023-10-13 3.540
52W Low: 2024-05-06 0.095
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   1.011
Avg. volume 6M:   32.258
Avg. price 1Y:   1.604
Avg. volume 1Y:   23.438
Volatility 1M:   267.12%
Volatility 6M:   269.39%
Volatility 1Y:   228.25%
Volatility 3Y:   -