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

Frankfurt Zert./SG
16/07/2024  21:38:05 Chg.+0.050 Bid21:59:51 Ask21:59:51 Underlying Strike price Expiration date Option type
4.770EUR +1.06% 4.710
Bid Size: 750		 4.760
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: 8.45
Leverage: Yes

Calculated values

Fair value: 4.03
Intrinsic value: 3.42
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 3.42
Time value: 1.33
Break-even: 414.53
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 1.06%
Delta: 0.75
Theta: -0.19
Omega: 6.30
Rho: 0.46
 

Quote data

Open: 4.570
High: 4.810
Low: 4.490
Previous Close: 4.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.92%
1 Month  
+9.40%
3 Months  
+58.47%
YTD  
+129.33%
1 Year  
+22.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.470 4.720
1M High / 1M Low: 5.540 4.450
6M High / 6M Low: 5.540 2.070
High (YTD): 27/06/2024 5.540
Low (YTD): 05/01/2024 1.510
52W High: 27/06/2024 5.540
52W Low: 27/10/2023 0.700
Avg. price 1W:   5.182
Avg. volume 1W:   0.000
Avg. price 1M:   5.073
Avg. volume 1M:   0.000
Avg. price 6M:   3.536
Avg. volume 6M:   0.000
Avg. price 1Y:   2.589
Avg. volume 1Y:   3.922
Volatility 1M:   127.38%
Volatility 6M:   130.32%
Volatility 1Y:   153.61%
Volatility 3Y:   -