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

EUWAX
19/11/2024  13:37:25 Chg.-0.07 Bid19:11:46 Ask19:11:46 Underlying Strike price Expiration date Option type
1.64EUR -4.09% 1.94
Bid Size: 20,000		 1.99
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: 18.85
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.89
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.89
Time value: 1.06
Break-even: 378.17
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 2.63%
Delta: 0.64
Theta: -0.13
Omega: 12.08
Rho: 0.35
 

Quote data

Open: 1.69
High: 1.69
Low: 1.64
Previous Close: 1.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.17%
1 Month  
+102.47%
3 Months  
+192.86%
YTD  
+97.59%
1 Year  
+112.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.71 1.17
1M High / 1M Low: 1.71 0.59
6M High / 6M Low: 1.71 0.45
High (YTD): 11/03/2024 2.59
Low (YTD): 08/08/2024 0.45
52W High: 11/03/2024 2.59
52W Low: 08/08/2024 0.45
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   0.91
Avg. volume 6M:   0.00
Avg. price 1Y:   1.18
Avg. volume 1Y:   0.00
Volatility 1M:   393.04%
Volatility 6M:   236.73%
Volatility 1Y:   200.50%
Volatility 3Y:   -