Soc. Generale Call 85 MDT 21.03.2025
/ DE000SW7K494
Soc. Generale Call 85 MDT 21.03.2.../ DE000SW7K494 /
| 11/8/2024 12:22:34 PM |
Chg.-0.020 |
Bid11/8/2024 |
Ask11/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-3.08% |
0.630
Bid Size: 5,000 |
0.660
Ask Size: 5,000 |
Medtronic PLC |
85.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW7K49 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.29 |
| Time value: |
0.37 |
| Break-even: |
85.34 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
8.14 |
| Rho: |
0.17 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.25% |
| 1 Month |
|
|
-11.27% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.650 |
| 1M High / 1M Low: |
0.990 |
0.650 |
| 6M High / 6M Low: |
0.990 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.609 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.44% |
| Volatility 6M: |
|
146.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
