Soc. Generale Call 75 MDT 17.01.2025
/ DE000SQ86QY8
Soc. Generale Call 75 MDT 17.01.2.../ DE000SQ86QY8 /
06/09/2024 08:57:31 |
Chg.-0.13 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.35EUR |
-8.78% |
- Bid Size: - |
- Ask Size: - |
Medtronic PLC |
75.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ86QY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
1.30 |
Time value: |
0.12 |
Break-even: |
81.70 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.71% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
5.25 |
Rho: |
0.22 |
Quote data
Open: |
1.35 |
High: |
1.35 |
Low: |
1.35 |
Previous Close: |
1.48 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.30% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+39.18% |
YTD |
|
|
+8.00% |
1 Year |
|
|
+11.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.48 |
1.28 |
1M High / 1M Low: |
1.48 |
0.84 |
6M High / 6M Low: |
1.48 |
0.58 |
High (YTD): |
12/01/2024 |
1.62 |
Low (YTD): |
16/07/2024 |
0.58 |
52W High: |
12/01/2024 |
1.62 |
52W Low: |
16/07/2024 |
0.58 |
Avg. price 1W: |
|
1.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.00 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.08 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
97.54% |
Volatility 6M: |
|
113.20% |
Volatility 1Y: |
|
98.46% |
Volatility 3Y: |
|
- |