OverviewChartNewsTraderScreen

Soc. Generale Call 90 MDT 20.12.2.../  DE000SV45ZS7  /

Frankfurt Zert./SG
6/14/2024  9:49:46 PM Chg.-0.010 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.180
Bid Size: 10,000		 0.190
Ask Size: 10,000		 Medtronic PLC 90.00 USD 12/20/2024 Call
 

Master data

WKN: SV45ZS
Issuer: Société Générale
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.84
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.84
Time value: 0.19
Break-even: 85.97
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.30
Theta: -0.01
Omega: 11.86
Rho: 0.11
 

Quote data

Open: 0.190
High: 0.190
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -50.00%
3 Months
  -55.00%
YTD
  -64.00%
1 Year
  -82.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.410 0.180
6M High / 6M Low: 0.720 0.180
High (YTD): 1/12/2024 0.720
Low (YTD): 6/14/2024 0.180
52W High: 6/19/2023 1.110
52W Low: 6/14/2024 0.180
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.430
Avg. volume 6M:   0.000
Avg. price 1Y:   0.526
Avg. volume 1Y:   0.000
Volatility 1M:   225.42%
Volatility 6M:   142.90%
Volatility 1Y:   124.58%
Volatility 3Y:   -