Soc. Generale Call 75 MDT 20.12.2024
/ DE000SU2P5P2
Soc. Generale Call 75 MDT 20.12.2.../ DE000SU2P5P2 /
| 11/14/2024 5:42:33 PM |
Chg.-0.110 |
Bid6:15:45 PM |
Ask6:15:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-8.59% |
1.150
Bid Size: 70,000 |
1.160
Ask Size: 70,000 |
Medtronic PLC |
75.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2P5P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
1.23 |
| Time value: |
0.06 |
| Break-even: |
83.88 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
5.92 |
| Rho: |
0.06 |
Quote data
| Open: |
1.260 |
| High: |
1.280 |
| Low: |
1.170 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
-20.41% |
| 3 Months |
|
|
+40.96% |
| YTD |
|
|
-3.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.250 |
| 1M High / 1M Low: |
1.680 |
1.250 |
| 6M High / 6M Low: |
1.680 |
0.570 |
| High (YTD): |
10/23/2024 |
1.680 |
| Low (YTD): |
7/8/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.03% |
| Volatility 6M: |
|
115.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
