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

Frankfurt Zert./SG
10/16/2024  1:16:10 PM Chg.-0.030 Bid10/16/2024 Ask10/16/2024 Underlying Strike price Expiration date Option type
0.990EUR -2.94% 0.990
Bid Size: 4,000		 1.030
Ask Size: 4,000		 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: 7.57
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.90
Implied volatility: 0.36
Historic volatility: 0.16
Parity: 0.90
Time value: 0.19
Break-even: 84.41
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.81
Theta: -0.03
Omega: 6.12
Rho: 0.10
 

Quote data

Open: 1.030
High: 1.030
Low: 0.990
Previous Close: 1.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.61%
1 Month
  -3.88%
3 Months  
+167.57%
YTD  
+6.45%
1 Year  
+76.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.920
1M High / 1M Low: 1.050 0.820
6M High / 6M Low: 1.130 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:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   0.959
Avg. volume 1M:   0.000
Avg. price 6M:   0.703
Avg. volume 6M:   0.000
Avg. price 1Y:   0.789
Avg. volume 1Y:   0.000
Volatility 1M:   112.99%
Volatility 6M:   144.50%
Volatility 1Y:   122.67%
Volatility 3Y:   -