Soc. Generale Call 380 SYK 17.01.2025
/ DE000SV79LE6
Soc. Generale Call 380 SYK 17.01..../ DE000SV79LE6 /
| 2024-06-19 1:36:13 PM |
Chg.+0.14 |
Bid5:53:09 PM |
Ask5:53:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+12.96% |
1.25
Bid Size: 2,400 |
1.47
Ask Size: 2,400 |
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: |
24.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-2.92 |
| Time value: |
1.34 |
| Break-even: |
367.26 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
2.29% |
| Delta: |
0.38 |
| Theta: |
-0.06 |
| Omega: |
9.27 |
| Rho: |
0.64 |
Quote data
| Open: |
1.18 |
| High: |
1.22 |
| Low: |
1.18 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.96% |
| 1 Month |
|
|
+38.64% |
| 3 Months |
|
|
-48.74% |
| YTD |
|
|
+46.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.99 |
| 1M High / 1M Low: |
1.20 |
0.77 |
| 6M High / 6M Low: |
2.59 |
0.68 |
| High (YTD): |
2024-03-11 |
2.59 |
| Low (YTD): |
2024-05-15 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.63% |
| Volatility 6M: |
|
160.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
