Soc. Generale Call 650 UNH 20.09.2024
/ DE000SV66QJ1
Soc. Generale Call 650 UNH 20.09..../ DE000SV66QJ1 /
2024-06-05 9:38:30 PM |
Chg.-0.020 |
Bid9:47:28 PM |
Ask9:47:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-18.18% |
0.097 Bid Size: 60,000 |
0.110 Ask Size: 60,000 |
UnitedHealth Group I... |
650.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SV66QJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
650.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-07 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
387.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
-13.28 |
Time value: |
0.12 |
Break-even: |
598.53 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
1.37 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.05 |
Theta: |
-0.03 |
Omega: |
18.35 |
Rho: |
0.06 |
Quote data
Open: |
0.099 |
High: |
0.100 |
Low: |
0.086 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.22% |
1 Month |
|
|
-18.18% |
3 Months |
|
|
-10.00% |
YTD |
|
|
-83.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.090 |
1M High / 1M Low: |
0.170 |
0.088 |
6M High / 6M Low: |
1.250 |
0.064 |
High (YTD): |
2024-01-04 |
0.830 |
Low (YTD): |
2024-04-04 |
0.064 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.296 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.86% |
Volatility 6M: |
|
243.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |