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Soc. Generale Call 80 MDT 20.12.2.../  DE000SV45ZR9  /

Frankfurt Zert./SG
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  
+2.78%
3 Months
  -22.92%
YTD
  -20.43%
1 Year
  -40.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.570
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:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.725
Avg. volume 1M:   0.000
Avg. price 6M:   0.904
Avg. volume 6M:   0.000
Avg. price 1Y:   0.974
Avg. volume 1Y:   0.000
Volatility 1M:   139.62%
Volatility 6M:   101.84%
Volatility 1Y:   94.81%
Volatility 3Y:   -