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Soc. Generale Call 560 UNH 20.09..../  DE000SV7HRH1  /

EUWAX
8/2/2024  9:21:11 AM Chg.-0.16 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.65EUR -5.69% -
Bid Size: -		 -
Ask Size: -		 UnitedHealth Group I... 560.00 USD 9/20/2024 Call
 

Master data

WKN: SV7HRH
Issuer: Société Générale
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 560.00 USD
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.90
Leverage: Yes

Calculated values

Fair value: 3.45
Intrinsic value: 2.73
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 2.73
Time value: 1.16
Break-even: 552.14
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.73
Theta: -0.22
Omega: 10.19
Rho: 0.47
 

Quote data

Open: 2.65
High: 2.65
Low: 2.65
Previous Close: 2.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.02%
1 Month  
+502.27%
3 Months  
+334.43%
YTD  
+2.32%
1 Year
  -16.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.89 2.31
1M High / 1M Low: 2.89 0.36
6M High / 6M Low: 2.89 0.26
High (YTD): 1/4/2024 3.55
Low (YTD): 4/12/2024 0.26
52W High: 10/16/2023 4.78
52W Low: 4/12/2024 0.26
Avg. price 1W:   2.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   0.96
Avg. volume 6M:   0.00
Avg. price 1Y:   2.06
Avg. volume 1Y:   14.62
Volatility 1M:   440.32%
Volatility 6M:   391.19%
Volatility 1Y:   295.51%
Volatility 3Y:   -