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

EUWAX
2024-08-01  8:26:45 AM Chg.-0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.500EUR -7.41% -
Bid Size: -		 -
Ask Size: -		 Medtronic PLC 80.00 USD 2024-12-20 Call
 

Master data

WKN: SV45ZR
Issuer: Société Générale
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.00
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.03
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.03
Time value: 0.50
Break-even: 79.21
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.58
Theta: -0.02
Omega: 8.07
Rho: 0.14
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.04%
1 Month  
+16.28%
3 Months
  -23.08%
YTD
  -46.81%
1 Year
  -66.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.420
1M High / 1M Low: 0.570 0.320
6M High / 6M Low: 1.230 0.320
High (YTD): 2024-01-31 1.280
Low (YTD): 2024-07-16 0.320
52W High: 2023-08-01 1.480
52W Low: 2024-07-16 0.320
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.721
Avg. volume 6M:   0.000
Avg. price 1Y:   0.818
Avg. volume 1Y:   0.000
Volatility 1M:   223.57%
Volatility 6M:   138.86%
Volatility 1Y:   119.87%
Volatility 3Y:   -