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Soc. Generale Call 75 MDT 20.09.2.../  DE000SW1YM30  /

Frankfurt Zert./SG
09/08/2024  21:43:55 Chg.-0.030 Bid21:59:39 Ask21:59:39 Underlying Strike price Expiration date Option type
0.750EUR -3.85% 0.760
Bid Size: 4,000		 0.770
Ask Size: 4,000		 Medtronic PLC 75.00 USD 20/09/2024 Call
 

Master data

WKN: SW1YM3
Issuer: Société Générale
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.66
Implied volatility: 0.36
Historic volatility: 0.17
Parity: 0.66
Time value: 0.14
Break-even: 76.71
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.80
Theta: -0.04
Omega: 7.52
Rho: 0.06
 

Quote data

Open: 0.760
High: 0.790
Low: 0.740
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.60%
1 Month  
+78.57%
3 Months
  -18.48%
YTD
  -31.82%
1 Year
  -43.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.660
1M High / 1M Low: 0.780 0.420
6M High / 6M Low: 1.310 0.410
High (YTD): 02/02/2024 1.480
Low (YTD): 08/07/2024 0.410
52W High: 02/02/2024 1.480
52W Low: 08/07/2024 0.410
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   0.866
Avg. volume 6M:   0.000
Avg. price 1Y:   0.954
Avg. volume 1Y:   0.000
Volatility 1M:   233.20%
Volatility 6M:   146.21%
Volatility 1Y:   120.23%
Volatility 3Y:   -