Soc. Generale Call 360 SYK 17.01.2025
/ DE000SV295S2
Soc. Generale Call 360 SYK 17.01..../ DE000SV295S2 /
| 11/19/2024 1:54:50 PM |
Chg.+0.02 |
Bid6:26:51 PM |
Ask6:26:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
+0.67% |
3.39
Bid Size: 15,000 |
3.46
Ask Size: 15,000 |
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: |
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: |
3.09 |
| High: |
3.09 |
| Low: |
3.02 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.88% |
| 1 Month |
|
|
+91.14% |
| 3 Months |
|
|
+179.63% |
| YTD |
|
|
+147.54% |
| 1 Year |
|
|
+177.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.29 |
| 1M High / 1M Low: |
3.00 |
1.26 |
| 6M High / 6M Low: |
3.00 |
0.83 |
| High (YTD): |
3/28/2024 |
3.47 |
| Low (YTD): |
8/8/2024 |
0.83 |
| 52W High: |
3/28/2024 |
3.47 |
| 52W Low: |
8/8/2024 |
0.83 |
| Avg. price 1W: |
|
2.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
291.36% |
| Volatility 6M: |
|
191.95% |
| Volatility 1Y: |
|
165.53% |
| Volatility 3Y: |
|
- |
