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Soc. Generale Call 360 SYK 17.01..../  DE000SV295S2  /

Frankfurt Zert./SG
10/15/2024  6:09:12 PM Chg.+0.050 Bid6:33:03 PM Ask6:33:03 PM Underlying Strike price Expiration date Option type
1.880EUR +2.73% 1.880
Bid Size: 20,000		 1.950
Ask Size: 20,000		 Stryker Corp 360.00 - 1/17/2025 Call
 

Master data

WKN: SV295S
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.35
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.17
Parity: -3.03
Time value: 1.90
Break-even: 379.00
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.72
Spread abs.: 0.07
Spread %: 3.83%
Delta: 0.40
Theta: -0.16
Omega: 7.03
Rho: 0.29
 

Quote data

Open: 1.690
High: 1.910
Low: 1.640
Previous Close: 1.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.03%
1 Month
  -29.06%
3 Months  
+63.48%
YTD  
+55.37%
1 Year  
+121.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.830 1.480
1M High / 1M Low: 2.680 1.260
6M High / 6M Low: 2.680 0.940
High (YTD): 3/8/2024 3.660
Low (YTD): 8/14/2024 0.940
52W High: 3/8/2024 3.660
52W Low: 11/9/2023 0.900
Avg. price 1W:   1.622
Avg. volume 1W:   0.000
Avg. price 1M:   1.852
Avg. volume 1M:   0.000
Avg. price 6M:   1.757
Avg. volume 6M:   0.000
Avg. price 1Y:   1.868
Avg. volume 1Y:   0.000
Volatility 1M:   153.95%
Volatility 6M:   160.02%
Volatility 1Y:   146.80%
Volatility 3Y:   -