Soc. Generale Call 75 MDT 20.09.2024
/ DE000SW1YM30
Soc. Generale Call 75 MDT 20.09.2.../ DE000SW1YM30 /
| 01/08/2024 09:47:19 |
Chg.-0.080 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-11.94% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.16 |
| Break-even: |
75.79 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
8.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.84% |
| 1 Month |
|
|
+3.51% |
| 3 Months |
|
|
-25.32% |
| YTD |
|
|
-46.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.510 |
| 1M High / 1M Low: |
0.730 |
0.400 |
| 6M High / 6M Low: |
1.460 |
0.400 |
| High (YTD): |
31/01/2024 |
1.470 |
| Low (YTD): |
10/07/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.889 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.95% |
| Volatility 6M: |
|
151.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
