Soc. Generale Call 70 2M6 20.09.2024
/ DE000SV1Q941
Soc. Generale Call 70 2M6 20.09.2.../ DE000SV1Q941 /
9/12/2024 10:54:18 AM |
Chg.-0.050 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
-2.72% |
- Bid Size: - |
- Ask Size: - |
MEDTRONIC PLC DL-... |
70.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SV1Q94 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MEDTRONIC PLC DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/3/2023 |
Last trading day: |
9/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
1.13 |
Implied volatility: |
3.02 |
Historic volatility: |
0.16 |
Parity: |
1.13 |
Time value: |
0.68 |
Break-even: |
88.10 |
Moneyness: |
1.16 |
Premium: |
0.08 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.72 |
Theta: |
-0.89 |
Omega: |
3.23 |
Rho: |
0.01 |
Quote data
Open: |
1.750 |
High: |
1.790 |
Low: |
1.750 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.11% |
1 Month |
|
|
+73.79% |
3 Months |
|
|
+62.73% |
YTD |
|
|
+24.31% |
1 Year |
|
|
+16.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.790 |
1M High / 1M Low: |
1.900 |
1.030 |
6M High / 6M Low: |
1.900 |
0.760 |
High (YTD): |
9/10/2024 |
1.900 |
Low (YTD): |
7/8/2024 |
0.760 |
52W High: |
9/10/2024 |
1.900 |
52W Low: |
10/27/2023 |
0.730 |
Avg. price 1W: |
|
1.853 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.251 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.298 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
95.02% |
Volatility 6M: |
|
110.76% |
Volatility 1Y: |
|
94.60% |
Volatility 3Y: |
|
- |