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Soc. Generale Call 360 SYK 21.06..../  DE000SV6CU41  /

Frankfurt Zert./SG
5/20/2024  8:45:02 AM Chg.-0.067 Bid9:01:34 AM Ask9:01:34 AM Underlying Strike price Expiration date Option type
0.043EUR -60.91% 0.038
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Stryker Corp 360.00 USD 6/21/2024 Call
 

Master data

WKN: SV6CU4
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 6/21/2024
Issue date: 5/15/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 256.52
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -2.33
Time value: 0.12
Break-even: 332.31
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.39
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.13
Theta: -0.07
Omega: 33.75
Rho: 0.03
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.85%
1 Month
  -87.35%
3 Months
  -97.05%
YTD
  -88.68%
1 Year
  -95.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.064
1M High / 1M Low: 0.520 0.064
6M High / 6M Low: 1.850 0.064
High (YTD): 3/8/2024 1.850
Low (YTD): 5/14/2024 0.064
52W High: 3/8/2024 1.850
52W Low: 5/14/2024 0.064
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.781
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   469.51%
Volatility 6M:   289.97%
Volatility 1Y:   245.58%
Volatility 3Y:   -