Soc. Generale Call 380 SYK 17.01.2025
/ DE000SV79LE6
Soc. Generale Call 380 SYK 17.01..../ DE000SV79LE6 /
| 2024-11-15 9:39:17 PM |
Chg.+0.330 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+19.30% |
1.980
Bid Size: 1,600 |
2.030
Ask Size: 1,600 |
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: |
17.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.96 |
| Time value: |
1.11 |
| Break-even: |
381.65 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
2.48% |
| Delta: |
0.64 |
| Theta: |
-0.13 |
| Omega: |
11.53 |
| Rho: |
0.37 |
Quote data
| Open: |
1.290 |
| High: |
2.060 |
| Low: |
1.220 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+64.52% |
| 3 Months |
|
|
+218.75% |
| YTD |
|
|
+148.78% |
| 1 Year |
|
|
+164.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.360 |
| 1M High / 1M Low: |
2.040 |
0.590 |
| 6M High / 6M Low: |
2.040 |
0.530 |
| High (YTD): |
2024-03-08 |
2.750 |
| Low (YTD): |
2024-08-12 |
0.530 |
| 52W High: |
2024-03-08 |
2.750 |
| 52W Low: |
2024-08-12 |
0.530 |
| Avg. price 1W: |
|
1.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.018 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.261 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
311.77% |
| Volatility 6M: |
|
204.01% |
| Volatility 1Y: |
|
180.10% |
| Volatility 3Y: |
|
- |
