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

EUWAX
2024-12-23  8:22:43 AM Chg.+0.070 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.270EUR +35.00% -
Bid Size: -		 -
Ask Size: -		 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: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.00%
1 Month
  -79.55%
3 Months
  -71.88%
YTD
  -67.47%
1 Year
  -66.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: 1.570 0.200
6M High / 6M Low: 1.710 0.200
High (YTD): 2024-03-11 2.590
Low (YTD): 2024-12-20 0.200
52W High: 2024-03-11 2.590
52W Low: 2024-12-20 0.200
Avg. price 1W:   0.223
Avg. volume 1W:   0.000
Avg. price 1M:   0.966
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   1.208
Avg. volume 1Y:   0.000
Volatility 1M:   307.85%
Volatility 6M:   263.52%
Volatility 1Y:   219.34%
Volatility 3Y:   -