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Soc. Generale Call 70 MDT 20.09.2.../  DE000SV1Q941  /

Frankfurt Zert./SG
2024-07-05  9:37:26 PM Chg.+0.070 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.850EUR +8.97% 0.830
Bid Size: 4,000		 0.840
Ask Size: 4,000		 Medtronic PLC 70.00 USD 2024-09-20 Call
 

Master data

WKN: SV1Q94
Issuer: Société Générale
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-03-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.52
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.70
Implied volatility: 0.28
Historic volatility: 0.17
Parity: 0.70
Time value: 0.14
Break-even: 72.98
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.83
Theta: -0.02
Omega: 7.04
Rho: 0.11
 

Quote data

Open: 0.780
High: 0.850
Low: 0.770
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.66%
1 Month
  -37.50%
3 Months
  -39.29%
YTD
  -40.97%
1 Year
  -55.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.780
1M High / 1M Low: 1.290 0.780
6M High / 6M Low: 1.860 0.780
High (YTD): 2024-02-02 1.860
Low (YTD): 2024-07-04 0.780
52W High: 2023-07-26 2.190
52W Low: 2023-10-27 0.730
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   1.003
Avg. volume 1M:   0.000
Avg. price 6M:   1.394
Avg. volume 6M:   0.000
Avg. price 1Y:   1.386
Avg. volume 1Y:   0.000
Volatility 1M:   93.77%
Volatility 6M:   84.70%
Volatility 1Y:   81.79%
Volatility 3Y:   -