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

EUWAX
2024-06-07  9:57:53 AM Chg.+0.046 Bid10:15:04 AM Ask10:15:04 AM Underlying Strike price Expiration date Option type
0.130EUR +54.76% 0.160
Bid Size: 10,000		 0.320
Ask Size: 10,000		 Stryker Corp 360.00 USD 2024-06-21 Call
 

Master data

WKN: SV6CU4
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 133.75
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.95
Time value: 0.24
Break-even: 332.92
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.59
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.28
Theta: -0.18
Omega: 36.88
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.49%
1 Month  
+32.65%
3 Months
  -91.77%
YTD
  -66.67%
1 Year
  -81.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.081
1M High / 1M Low: 0.150 0.001
6M High / 6M Low: 1.660 0.001
High (YTD): 2024-03-05 1.660
Low (YTD): 2024-05-14 0.001
52W High: 2024-03-05 1.660
52W Low: 2024-05-14 0.001
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.690
Avg. volume 6M:   0.000
Avg. price 1Y:   0.658
Avg. volume 1Y:   0.000
Volatility 1M:   5,404.01%
Volatility 6M:   2,309.12%
Volatility 1Y:   1,640.80%
Volatility 3Y:   -