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Soc. Generale Call 80 MDT 20.12.2.../  DE000SV45ZR9  /

Frankfurt Zert./SG
12/07/2024  21:47:27 Chg.0.000 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.370EUR 0.00% 0.370
Bid Size: 8,200		 0.380
Ask Size: 8,200		 Medtronic PLC 80.00 USD 20/12/2024 Call
 

Master data

WKN: SV45ZR
Issuer: Société Générale
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.95
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.18
Time value: 0.40
Break-even: 77.57
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.51
Theta: -0.02
Omega: 9.10
Rho: 0.14
 

Quote data

Open: 0.390
High: 0.390
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month
  -40.32%
3 Months
  -43.94%
YTD
  -60.22%
1 Year
  -74.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.330
1M High / 1M Low: 0.620 0.330
6M High / 6M Low: 1.260 0.330
High (YTD): 12/01/2024 1.260
Low (YTD): 09/07/2024 0.330
52W High: 26/07/2023 1.610
52W Low: 09/07/2024 0.330
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   0.806
Avg. volume 6M:   0.000
Avg. price 1Y:   0.876
Avg. volume 1Y:   0.000
Volatility 1M:   136.34%
Volatility 6M:   113.03%
Volatility 1Y:   102.92%
Volatility 3Y:   -