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

Frankfurt Zert./SG
27/12/2024  17:46:34 Chg.-0.060 Bid18:29:50 Ask18:29:50 Underlying Strike price Expiration date Option type
0.270EUR -18.18% 0.260
Bid Size: 20,000		 0.280
Ask Size: 20,000		 Stryker Corp 380.00 USD 17/01/2025 Call
 

Master data

WKN: SV79LE
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 17/01/2025
Issue date: 04/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.80
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -1.02
Time value: 0.37
Break-even: 368.32
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.95
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.32
Theta: -0.17
Omega: 30.25
Rho: 0.06
 

Quote data

Open: 0.230
High: 0.290
Low: 0.210
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -83.73%
3 Months
  -73.79%
YTD
  -67.07%
1 Year
  -66.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.330
1M High / 1M Low: 1.820 0.250
6M High / 6M Low: 2.040 0.250
High (YTD): 08/03/2024 2.750
Low (YTD): 19/12/2024 0.250
52W High: 08/03/2024 2.750
52W Low: 19/12/2024 0.250
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   1.043
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:   283.15%
Volatility 6M:   233.58%
Volatility 1Y:   198.22%
Volatility 3Y:   -