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Soc. Generale Call 45 UAL 20.09.2.../  DE000SQ80EY7  /

Frankfurt Zert./SG
29/07/2024  20:19:49 Chg.-0.040 Bid21:15:00 Ask21:15:00 Underlying Strike price Expiration date Option type
0.370EUR -9.76% 0.370
Bid Size: 150,000		 0.380
Ask Size: 150,000		 United Airlines Hold... 45.00 USD 20/09/2024 Call
 

Master data

WKN: SQ80EY
Issuer: Société Générale
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.15
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.22
Implied volatility: 0.46
Historic volatility: 0.35
Parity: 0.22
Time value: 0.21
Break-even: 45.76
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.66
Theta: -0.03
Omega: 6.70
Rho: 0.04
 

Quote data

Open: 0.400
High: 0.420
Low: 0.360
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.92%
1 Month
  -39.34%
3 Months
  -63.73%
YTD
  -26.00%
1 Year
  -75.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.340
1M High / 1M Low: 0.580 0.310
6M High / 6M Low: 1.170 0.310
High (YTD): 23/04/2024 1.170
Low (YTD): 15/07/2024 0.310
52W High: 08/08/2023 1.580
52W Low: 27/10/2023 0.280
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.456
Avg. volume 1M:   0.000
Avg. price 6M:   0.657
Avg. volume 6M:   0.000
Avg. price 1Y:   0.673
Avg. volume 1Y:   0.000
Volatility 1M:   282.38%
Volatility 6M:   228.86%
Volatility 1Y:   187.65%
Volatility 3Y:   -