Soc. Generale Call 630 UNH 21.03..../  DE000SJ6Z2R2  /

EUWAX
1/23/2025  10:08:55 AM Chg.-0.012 Bid1:48:22 PM Ask1:48:22 PM Underlying Strike price Expiration date Option type
0.003EUR -80.00% 0.033
Bid Size: 10,000
0.120
Ask Size: 10,000
UnitedHealth Group I... 630.00 USD 3/21/2025 Call
 

Master data

WKN: SJ6Z2R
Issuer: Société Générale
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 630.00 USD
Maturity: 3/21/2025
Issue date: 12/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 608.97
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.26
Parity: -10.60
Time value: 0.08
Break-even: 606.13
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 2.46
Spread abs.: 0.04
Spread %: 78.26%
Delta: 0.04
Theta: -0.04
Omega: 24.56
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.010
Low: 0.003
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -97.27%
1 Month
  -99.17%
3 Months     -
YTD
  -99.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.009
1M High / 1M Low: 0.370 0.009
6M High / 6M Low: - -
High (YTD): 1/15/2025 0.370
Low (YTD): 1/20/2025 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   541.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -