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Soc. Generale Call 70 2M6 20.12.2.../  DE000SV6UYU5  /

Frankfurt Zert./SG
16/10/2024  09:49:33 Chg.-0.030 Bid16/10/2024 Ask16/10/2024 Underlying Strike price Expiration date Option type
1.860EUR -1.59% 1.860
Bid Size: 3,000		 1.910
Ask Size: 3,000		 MEDTRONIC PLC DL-... 70.00 - 20/12/2024 Call
 

Master data

WKN: SV6UYU
Issuer: Société Générale
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 30/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.25
Implied volatility: 0.95
Historic volatility: 0.16
Parity: 1.25
Time value: 0.71
Break-even: 89.60
Moneyness: 1.18
Premium: 0.09
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.73
Theta: -0.09
Omega: 3.09
Rho: 0.07
 

Quote data

Open: 1.890
High: 1.890
Low: 1.830
Previous Close: 1.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.08%
1 Month  
+0.54%
3 Months  
+93.75%
YTD  
+21.57%
1 Year  
+89.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.770
1M High / 1M Low: 1.910 1.640
6M High / 6M Low: 1.940 0.890
High (YTD): 10/09/2024 1.940
Low (YTD): 10/07/2024 0.890
52W High: 10/09/2024 1.940
52W Low: 27/10/2023 0.850
Avg. price 1W:   1.850
Avg. volume 1W:   0.000
Avg. price 1M:   1.793
Avg. volume 1M:   0.000
Avg. price 6M:   1.401
Avg. volume 6M:   0.000
Avg. price 1Y:   1.439
Avg. volume 1Y:   0.000
Volatility 1M:   64.22%
Volatility 6M:   89.12%
Volatility 1Y:   80.45%
Volatility 3Y:   -