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

EUWAX
10/15/2024  8:16:52 AM Chg.+0.130 Bid6:16:49 PM Ask6:16:49 PM Underlying Strike price Expiration date Option type
0.890EUR +17.11% 1.020
Bid Size: 35,000		 1.070
Ask Size: 35,000		 Stryker Corp 380.00 USD 1/17/2025 Call
 

Master data

WKN: SV79LE
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 1/17/2025
Issue date: 7/4/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.71
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -1.86
Time value: 1.04
Break-even: 358.74
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 5.05%
Delta: 0.38
Theta: -0.10
Omega: 12.09
Rho: 0.30
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.14%
1 Month
  -35.51%
3 Months  
+7.23%
YTD  
+7.23%
1 Year  
+43.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.570
1M High / 1M Low: 1.450 0.570
6M High / 6M Low: 1.810 0.450
High (YTD): 3/11/2024 2.590
Low (YTD): 8/8/2024 0.450
52W High: 3/11/2024 2.590
52W Low: 8/8/2024 0.450
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.948
Avg. volume 1M:   0.000
Avg. price 6M:   0.935
Avg. volume 6M:   0.000
Avg. price 1Y:   1.158
Avg. volume 1Y:   0.000
Volatility 1M:   171.49%
Volatility 6M:   190.64%
Volatility 1Y:   169.70%
Volatility 3Y:   -