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Soc. Generale Call 400 ISRG 20.09.../  DE000SV6GM70  /

Frankfurt Zert./SG
02/08/2024  13:13:55 Chg.-0.050 Bid13:49:51 Ask13:49:51 Underlying Strike price Expiration date Option type
5.330EUR -0.93% 5.310
Bid Size: 750		 5.670
Ask Size: 750		 Intuitive Surgical I... 400.00 USD 20/09/2024 Call
 

Master data

WKN: SV6GM7
Issuer: Société Générale
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 20/09/2024
Issue date: 17/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.66
Leverage: Yes

Calculated values

Fair value: 5.06
Intrinsic value: 4.72
Implied volatility: 0.38
Historic volatility: 0.26
Parity: 4.72
Time value: 0.74
Break-even: 425.44
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 0.92%
Delta: 0.83
Theta: -0.18
Omega: 6.37
Rho: 0.39
 

Quote data

Open: 5.390
High: 5.390
Low: 5.320
Previous Close: 5.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.21%
1 Month  
+5.34%
3 Months  
+136.89%
YTD  
+156.25%
1 Year  
+157.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.380 4.110
1M High / 1M Low: 6.140 3.520
6M High / 6M Low: 6.140 2.070
High (YTD): 22/07/2024 6.140
Low (YTD): 05/01/2024 1.510
52W High: 22/07/2024 6.140
52W Low: 27/10/2023 0.700
Avg. price 1W:   4.830
Avg. volume 1W:   0.000
Avg. price 1M:   5.023
Avg. volume 1M:   0.000
Avg. price 6M:   3.723
Avg. volume 6M:   0.000
Avg. price 1Y:   2.689
Avg. volume 1Y:   3.906
Volatility 1M:   268.78%
Volatility 6M:   161.52%
Volatility 1Y:   166.15%
Volatility 3Y:   -