Soc. Generale Call 80 MDT 20.12.2024
/ DE000SV45ZR9
Soc. Generale Call 80 MDT 20.12.2.../ DE000SV45ZR9 /
2024-06-07 9:41:02 PM |
Chg.+0.110 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
+17.46% |
0.750 Bid Size: 8,000 |
0.760 Ask Size: 8,000 |
Medtronic PLC |
80.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV45ZR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
0.21 |
Time value: |
0.43 |
Break-even: |
79.85 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.59% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
7.74 |
Rho: |
0.23 |
Quote data
Open: |
0.620 |
High: |
0.750 |
Low: |
0.620 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+29.82% |
1 Month |
|
|
+5.71% |
3 Months |
|
|
-24.49% |
YTD |
|
|
-20.43% |
1 Year |
|
|
-40.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.630 |
1M High / 1M Low: |
0.930 |
0.560 |
6M High / 6M Low: |
1.260 |
0.560 |
High (YTD): |
2024-01-12 |
1.260 |
Low (YTD): |
2024-05-30 |
0.560 |
52W High: |
2023-06-19 |
1.630 |
52W Low: |
2023-11-09 |
0.470 |
Avg. price 1W: |
|
0.678 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.726 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.904 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.972 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
151.33% |
Volatility 6M: |
|
104.67% |
Volatility 1Y: |
|
96.35% |
Volatility 3Y: |
|
- |