Soc. Generale Call 70 MDT 20.09.2024
/ DE000SV1Q941
Soc. Generale Call 70 MDT 20.09.2.../ DE000SV1Q941 /
| 2024-07-31 11:00:01 AM |
Chg.0.000 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
0.00% |
1.070
Bid Size: 4,000 |
1.130
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: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.09 |
| Break-even: |
75.62 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
6.07 |
| Rho: |
0.08 |
Quote data
| Open: |
1.060 |
| High: |
1.070 |
| Low: |
1.060 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.94% |
| 1 Month |
|
|
+17.58% |
| 3 Months |
|
|
-7.76% |
| YTD |
|
|
-25.69% |
| 1 Year |
|
|
-46.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.910 |
| 1M High / 1M Low: |
1.140 |
0.760 |
| 6M High / 6M Low: |
1.860 |
0.760 |
| High (YTD): |
2024-02-02 |
1.860 |
| Low (YTD): |
2024-07-08 |
0.760 |
| 52W High: |
2023-08-01 |
2.020 |
| 52W Low: |
2023-10-27 |
0.730 |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.318 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
159.33% |
| Volatility 6M: |
|
103.87% |
| Volatility 1Y: |
|
91.03% |
| Volatility 3Y: |
|
- |
