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Soc. Generale Call 70 2M6 20.12.2.../  DE000SV6UYU5  /

Frankfurt Zert./SG
2024-06-07  9:39:22 PM Chg.+0.140 Bid9:58:48 PM Ask9:58:48 PM Underlying Strike price Expiration date Option type
1.450EUR +10.69% 1.460
Bid Size: 6,000		 1.470
Ask Size: 6,000		 MEDTRONIC PLC DL-... 70.00 - 2024-12-20 Call
 

Master data

WKN: SV6UYU
Issuer: Société Générale
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-05-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.78
Implied volatility: 0.44
Historic volatility: 0.17
Parity: 0.78
Time value: 0.69
Break-even: 84.70
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.71
Theta: -0.03
Omega: 3.75
Rho: 0.22
 

Quote data

Open: 1.300
High: 1.450
Low: 1.290
Previous Close: 1.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.85%
1 Month  
+4.32%
3 Months
  -12.12%
YTD
  -5.23%
1 Year
  -22.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.310
1M High / 1M Low: 1.650 1.190
6M High / 6M Low: 1.940 1.190
High (YTD): 2024-01-12 1.940
Low (YTD): 2024-05-30 1.190
52W High: 2023-07-26 2.260
52W Low: 2023-10-27 0.850
Avg. price 1W:   1.360
Avg. volume 1W:   0.000
Avg. price 1M:   1.409
Avg. volume 1M:   0.000
Avg. price 6M:   1.563
Avg. volume 6M:   0.000
Avg. price 1Y:   1.573
Avg. volume 1Y:   0.000
Volatility 1M:   100.59%
Volatility 6M:   71.73%
Volatility 1Y:   71.41%
Volatility 3Y:   -