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

EUWAX
2024-07-29  10:12:25 AM Chg.+0.020 Bid6:35:19 PM Ask6:35:19 PM Underlying Strike price Expiration date Option type
0.410EUR +5.13% 0.360
Bid Size: 150,000		 0.370
Ask Size: 150,000		 United Airlines Hold... 45.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
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: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month
  -29.31%
3 Months
  -59.00%
YTD
  -19.61%
1 Year
  -73.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.330
1M High / 1M Low: 0.610 0.300
6M High / 6M Low: 1.160 0.300
High (YTD): 2024-05-15 1.160
Low (YTD): 2024-07-16 0.300
52W High: 2023-08-08 1.530
52W Low: 2023-10-27 0.280
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.642
Avg. volume 6M:   0.000
Avg. price 1Y:   0.666
Avg. volume 1Y:   0.000
Volatility 1M:   249.89%
Volatility 6M:   188.73%
Volatility 1Y:   166.05%
Volatility 3Y:   -