Soc. Generale Call 85 MDT 21.06.2024
/ DE000SV43989
Soc. Generale Call 85 MDT 21.06.2.../ DE000SV43989 /
| 2024-05-03 7:59:37 PM |
Chg.+0.020 |
Bid8:03:43 PM |
Ask8:03:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.150
Bid Size: 200,000 |
0.160
Ask Size: 200,000 |
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: |
50.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.38 |
| Time value: |
0.15 |
| Break-even: |
80.72 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
16.92 |
| Rho: |
0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.150 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-59.46% |
| 3 Months |
|
|
-77.94% |
| YTD |
|
|
-65.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.370 |
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: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.05% |
| Volatility 6M: |
|
185.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
