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

Frankfurt Zert./SG
19/11/2024  19:24:22 Chg.-0.020 Bid19:37:06 Ask19:37:06 Underlying Strike price Expiration date Option type
3.400EUR -0.58% 3.510
Bid Size: 15,000		 3.580
Ask Size: 15,000		 Stryker Corp 360.00 - 17/01/2025 Call
 

Master data

WKN: SV295S
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.75
Implied volatility: 0.50
Historic volatility: 0.17
Parity: 0.75
Time value: 2.67
Break-even: 394.20
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.54
Spread abs.: 0.07
Spread %: 2.09%
Delta: 0.59
Theta: -0.26
Omega: 6.34
Rho: 0.30
 

Quote data

Open: 3.100
High: 3.450
Low: 2.880
Previous Close: 3.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.48%
1 Month  
+51.11%
3 Months  
+155.64%
YTD  
+180.99%
1 Year  
+214.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.500 3.050
1M High / 1M Low: 3.500 1.270
6M High / 6M Low: 3.500 0.940
High (YTD): 08/03/2024 3.660
Low (YTD): 14/08/2024 0.940
52W High: 08/03/2024 3.660
52W Low: 14/08/2024 0.940
Avg. price 1W:   3.304
Avg. volume 1W:   0.000
Avg. price 1M:   2.235
Avg. volume 1M:   0.000
Avg. price 6M:   1.810
Avg. volume 6M:   0.000
Avg. price 1Y:   1.977
Avg. volume 1Y:   0.000
Volatility 1M:   228.09%
Volatility 6M:   174.08%
Volatility 1Y:   154.70%
Volatility 3Y:   -