Soc. Generale Call 460 SYK 21.03..../  DE000SJ1JU85  /

EUWAX
2024-12-27  8:13:41 AM Chg.0.000 Bid6:42:28 PM Ask6:42:28 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.024
Bid Size: 35,000
0.055
Ask Size: 35,000
Stryker Corp 460.00 USD 2025-03-21 Call
 

Master data

WKN: SJ1JU8
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2025-03-21
Issue date: 2024-10-22
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 611.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -8.69
Time value: 0.06
Break-even: 441.96
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 1.61
Spread abs.: 0.03
Spread %: 75.76%
Delta: 0.04
Theta: -0.02
Omega: 22.63
Rho: 0.03
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -99.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.190 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   454.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -