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Soc. Generale Call 80 MDT 17.01.2.../  DE000SQ86QZ5  /

Frankfurt Zert./SG
2024-11-13  9:49:33 AM Chg.-0.050 Bid9:52:47 AM Ask9:52:47 AM Underlying Strike price Expiration date Option type
0.840EUR -5.62% 0.820
Bid Size: 4,000		 0.880
Ask Size: 4,000		 Medtronic PLC 80.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86QZ
Issuer: Société Générale
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.35
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.78
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.78
Time value: 0.11
Break-even: 84.25
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.86
Theta: -0.02
Omega: 7.99
Rho: 0.11
 

Quote data

Open: 0.860
High: 0.860
Low: 0.840
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -18.45%
3 Months  
+33.33%
YTD
  -12.50%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.840
1M High / 1M Low: 1.270 0.840
6M High / 6M Low: 1.270 0.350
High (YTD): 2024-01-12 1.290
Low (YTD): 2024-07-15 0.350
52W High: 2024-01-12 1.290
52W Low: 2024-07-15 0.350
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   1.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   0.857
Avg. volume 1Y:   0.000
Volatility 1M:   113.19%
Volatility 6M:   140.90%
Volatility 1Y:   118.96%
Volatility 3Y:   -