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Soc. Generale Call 340 SYK 21.06..../  DE000SV44JX4  /

Frankfurt Zert./SG
2024-06-13  10:14:12 AM Chg.-0.340 Bid10:46:57 AM Ask10:46:57 AM Underlying Strike price Expiration date Option type
0.480EUR -41.46% 0.540
Bid Size: 5,600		 0.930
Ask Size: 5,600		 Stryker Corp 340.00 USD 2024-06-21 Call
 

Master data

WKN: SV44JX
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.00
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.59
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.59
Time value: 0.30
Break-even: 323.34
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 5.95%
Delta: 0.69
Theta: -0.31
Omega: 24.77
Rho: 0.05
 

Quote data

Open: 0.530
High: 0.530
Low: 0.480
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month  
+65.52%
3 Months
  -82.67%
YTD
  -32.39%
1 Year
  -55.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.810
1M High / 1M Low: 1.100 0.290
6M High / 6M Low: 2.980 0.290
High (YTD): 2024-03-08 2.980
Low (YTD): 2024-05-13 0.290
52W High: 2024-03-08 2.980
52W Low: 2024-05-13 0.290
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.647
Avg. volume 1M:   0.000
Avg. price 6M:   1.432
Avg. volume 6M:   0.000
Avg. price 1Y:   1.189
Avg. volume 1Y:   0.000
Volatility 1M:   409.40%
Volatility 6M:   285.56%
Volatility 1Y:   240.17%
Volatility 3Y:   -