Soc. Generale Call 450 SYK 20.03..../  DE000SJ0V6J0  /

EUWAX
2024-12-27  9:22:12 AM Chg.+0.05 Bid7:27:08 PM Ask7:27:08 PM Underlying Strike price Expiration date Option type
1.63EUR +3.16% 1.66
Bid Size: 30,000
1.70
Ask Size: 30,000
Stryker Corp 450.00 USD 2026-03-20 Call
 

Master data

WKN: SJ0V6J
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2026-03-20
Issue date: 2024-10-07
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.91
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -7.73
Time value: 1.78
Break-even: 449.59
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 2.30%
Delta: 0.32
Theta: -0.05
Omega: 6.45
Rho: 1.19
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.41%
1 Month
  -36.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.45
1M High / 1M Low: 2.62 1.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -