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

Frankfurt Zert./SG
8/9/2024  9:39:20 PM Chg.-0.040 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.610EUR -6.15% 0.620
Bid Size: 6,000		 0.630
Ask Size: 6,000		 Medtronic PLC 80.00 USD 12/20/2024 Call
 

Master data

WKN: SV45ZR
Issuer: Société Générale
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.41
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.20
Implied volatility: 0.28
Historic volatility: 0.17
Parity: 0.20
Time value: 0.46
Break-even: 79.89
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.63
Theta: -0.02
Omega: 7.15
Rho: 0.15
 

Quote data

Open: 0.630
High: 0.650
Low: 0.590
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+79.41%
3 Months
  -18.67%
YTD
  -34.41%
1 Year
  -49.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.550
1M High / 1M Low: 0.650 0.340
6M High / 6M Low: 1.080 0.330
High (YTD): 1/12/2024 1.260
Low (YTD): 7/9/2024 0.330
52W High: 1/12/2024 1.260
52W Low: 7/9/2024 0.330
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.696
Avg. volume 6M:   0.000
Avg. price 1Y:   0.801
Avg. volume 1Y:   0.000
Volatility 1M:   214.81%
Volatility 6M:   142.09%
Volatility 1Y:   118.27%
Volatility 3Y:   -