Soc. Generale Call 85 MDT 21.06.2024
/ DE000SV43989
Soc. Generale Call 85 MDT 21.06.2.../ DE000SV43989 /
2024-05-21 8:52:22 AM |
Chg.0.000 |
Bid9:02:50 AM |
Ask9:02:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
0.00% |
0.220 Bid Size: 10,000 |
0.240 Ask Size: 10,000 |
Medtronic PLC |
85.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV4398 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
0.08 |
Time value: |
0.22 |
Break-even: |
81.18 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.59 |
Theta: |
-0.04 |
Omega: |
15.49 |
Rho: |
0.04 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
-53.19% |
YTD |
|
|
-48.84% |
1 Year |
|
|
-82.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.220 |
1M High / 1M Low: |
0.290 |
0.090 |
6M High / 6M Low: |
0.680 |
0.090 |
High (YTD): |
2024-02-02 |
0.680 |
Low (YTD): |
2024-04-25 |
0.090 |
52W High: |
2023-05-22 |
1.240 |
52W Low: |
2024-04-25 |
0.090 |
Avg. price 1W: |
|
0.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.368 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.511 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
228.60% |
Volatility 6M: |
|
186.80% |
Volatility 1Y: |
|
159.44% |
Volatility 3Y: |
|
- |