Soc. Generale Call 75 MDT 20.09.2024
/ DE000SW1YM30
Soc. Generale Call 75 MDT 20.09.2.../ DE000SW1YM30 /
| 2024-07-31 10:59:16 AM |
Chg.+0.020 |
Bid11:21:40 AM |
Ask11:21:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.670
Bid Size: 4,500 |
0.700
Ask Size: 4,500 |
Medtronic PLC |
75.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YM3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.54 |
| Time value: |
0.14 |
| Break-even: |
76.14 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
8.59 |
| Rho: |
0.07 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.48% |
| 1 Month |
|
|
+23.64% |
| 3 Months |
|
|
-15.00% |
| YTD |
|
|
-38.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.530 |
| 1M High / 1M Low: |
0.730 |
0.410 |
| 6M High / 6M Low: |
1.480 |
0.410 |
| High (YTD): |
2024-02-02 |
1.480 |
| Low (YTD): |
2024-07-08 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.03% |
| Volatility 6M: |
|
143.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
