Soc. Generale Call 75 MDT 20.09.2024
/ DE000SW1YM30
Soc. Generale Call 75 MDT 20.09.2.../ DE000SW1YM30 /
| 2024-07-31 9:42:26 AM |
Chg.+0.050 |
Bid5:55:56 PM |
Ask5:55:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+8.06% |
0.680
Bid Size: 90,000 |
0.690
Ask Size: 90,000 |
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: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.07% |
| 1 Month |
|
|
+15.52% |
| 3 Months |
|
|
-15.19% |
| YTD |
|
|
-39.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.510 |
| 1M High / 1M Low: |
0.730 |
0.400 |
| 6M High / 6M Low: |
1.470 |
0.400 |
| High (YTD): |
2024-01-31 |
1.470 |
| Low (YTD): |
2024-07-10 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.895 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.50% |
| Volatility 6M: |
|
151.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
