Soc. Generale Put 80 MDT 20.09.2024
/ DE000SV6QXJ8
Soc. Generale Put 80 MDT 20.09.20.../ DE000SV6QXJ8 /
2024-07-31 8:29:02 AM |
Chg.-0.030 |
Bid9:25:00 AM |
Ask9:25:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-12.00% |
0.220 Bid Size: 10,000 |
0.240 Ask Size: 10,000 |
Medtronic PLC |
80.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SV6QXJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-24 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.07 |
Time value: |
0.24 |
Break-even: |
71.57 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
-0.42 |
Theta: |
-0.02 |
Omega: |
-13.07 |
Rho: |
-0.05 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-24.14% |
3 Months |
|
|
-35.29% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-54.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.250 |
1M High / 1M Low: |
0.400 |
0.200 |
6M High / 6M Low: |
0.440 |
0.170 |
High (YTD): |
2024-04-19 |
0.440 |
Low (YTD): |
2024-06-10 |
0.170 |
52W High: |
2023-10-27 |
1.270 |
52W Low: |
2024-06-10 |
0.170 |
Avg. price 1W: |
|
0.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.316 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.290 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.486 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
259.80% |
Volatility 6M: |
|
188.38% |
Volatility 1Y: |
|
150.17% |
Volatility 3Y: |
|
- |