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Soc. Generale Call 340 SYK 17.01..../  DE000SV199N7  /

Frankfurt Zert./SG
19/11/2024  17:46:29 Chg.+0.150 Bid18:23:45 Ask19/11/2024 Underlying Strike price Expiration date Option type
5.250EUR +2.94% 5.030
Bid Size: 15,000		 -
Ask Size: -		 Stryker Corp 340.00 USD 17/01/2025 Call
 

Master data

WKN: SV199N
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 17/01/2025
Issue date: 17/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.37
Leverage: Yes

Calculated values

Fair value: 4.84
Intrinsic value: 4.66
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 4.66
Time value: 0.33
Break-even: 370.82
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.08
Omega: 6.72
Rho: 0.46
 

Quote data

Open: 4.740
High: 5.250
Low: 4.530
Previous Close: 5.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.66%
1 Month  
+50.43%
3 Months  
+182.26%
YTD  
+193.30%
1 Year  
+230.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.140 4.660
1M High / 1M Low: 5.140 2.300
6M High / 6M Low: 5.140 1.460
High (YTD): 15/11/2024 5.140
Low (YTD): 05/08/2024 1.460
52W High: 15/11/2024 5.140
52W Low: 05/08/2024 1.460
Avg. price 1W:   4.922
Avg. volume 1W:   0.000
Avg. price 1M:   3.570
Avg. volume 1M:   0.000
Avg. price 6M:   2.765
Avg. volume 6M:   0.000
Avg. price 1Y:   2.852
Avg. volume 1Y:   0.000
Volatility 1M:   181.59%
Volatility 6M:   146.60%
Volatility 1Y:   132.91%
Volatility 3Y:   -