OverviewChartNewsTraderScreen

Soc. Generale Call 380 SYK 17.01..../  DE000SV79LE6  /

Frankfurt Zert./SG
2024-12-23  9:42:58 PM Chg.0.000 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.330
Bid Size: 9,100		 0.360
Ask Size: 9,100		 Stryker Corp 380.00 USD 2025-01-17 Call
 

Master data

WKN: SV79LE
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 101.87
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.89
Time value: 0.35
Break-even: 368.92
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.76
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.32
Theta: -0.15
Omega: 33.02
Rho: 0.07
 

Quote data

Open: 0.260
High: 0.340
Low: 0.260
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.00%
1 Month
  -82.07%
3 Months
  -70.27%
YTD
  -59.76%
1 Year
  -58.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.250
1M High / 1M Low: 1.840 0.250
6M High / 6M Low: 2.040 0.250
High (YTD): 2024-03-08 2.750
Low (YTD): 2024-12-19 0.250
52W High: 2024-03-08 2.750
52W Low: 2024-12-19 0.250
Avg. price 1W:   0.303
Avg. volume 1W:   0.000
Avg. price 1M:   1.083
Avg. volume 1M:   0.000
Avg. price 6M:   1.043
Avg. volume 6M:   0.000
Avg. price 1Y:   1.304
Avg. volume 1Y:   0.000
Volatility 1M:   275.37%
Volatility 6M:   232.69%
Volatility 1Y:   198.22%
Volatility 3Y:   -