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Soc. Generale Call 420 ISRG 21.06.../  DE000SV79JE0  /

Frankfurt Zert./SG
2024-06-10  9:38:59 PM Chg.-0.030 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.700EUR -4.11% 0.710
Bid Size: 4,300		 0.760
Ask Size: 4,300		 Intuitive Surgical I... 420.00 USD 2024-06-21 Call
 

Master data

WKN: SV79JE
Issuer: Société Générale
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.04
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.22
Time value: 0.79
Break-even: 397.55
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 1.35
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.48
Theta: -0.41
Omega: 23.49
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.770
Low: 0.590
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+59.09%
1 Month  
+66.67%
3 Months
  -58.58%
YTD
  -23.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.440
1M High / 1M Low: 0.850 0.330
6M High / 6M Low: 2.140 0.330
High (YTD): 2024-03-04 2.140
Low (YTD): 2024-05-13 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   1.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   445.51%
Volatility 6M:   299.30%
Volatility 1Y:   -
Volatility 3Y:   -