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

EUWAX
2024-07-31  8:52:41 AM Chg.+0.050 Bid6:35:18 PM Ask6:35:18 PM Underlying Strike price Expiration date Option type
0.560EUR +9.80% 0.570
Bid Size: 125,000		 0.580
Ask Size: 125,000		 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: 13.11
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.07
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.07
Time value: 0.50
Break-even: 79.67
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.60
Theta: -0.02
Omega: 7.84
Rho: 0.18
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month  
+21.74%
3 Months
  -18.84%
YTD
  -42.27%
1 Year
  -62.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.590 0.340
6M High / 6M Low: 1.270 0.340
High (YTD): 2024-01-12 1.300
Low (YTD): 2024-07-16 0.340
52W High: 2023-08-01 1.510
52W Low: 2024-07-16 0.340
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.756
Avg. volume 6M:   0.000
Avg. price 1Y:   0.848
Avg. volume 1Y:   0.000
Volatility 1M:   214.06%
Volatility 6M:   131.98%
Volatility 1Y:   113.19%
Volatility 3Y:   -