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Soc. Generale Call 240 SYK 17.01..../  DE000SQ86335  /

Frankfurt Zert./SG
8/2/2024  8:49:44 PM Chg.-0.320 Bid9:45:59 PM Ask- Underlying Strike price Expiration date Option type
8.780EUR -3.52% 8.820
Bid Size: 15,000		 -
Ask Size: -		 Stryker Corp 240.00 USD 1/17/2025 Call
 

Master data

WKN: SQ8633
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.40
Leverage: Yes

Calculated values

Fair value: 9.01
Intrinsic value: 8.64
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 8.64
Time value: 0.45
Break-even: 313.40
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.03
Omega: 3.29
Rho: 0.96
 

Quote data

Open: 8.440
High: 8.780
Low: 8.310
Previous Close: 9.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.34%
1 Month
  -7.19%
3 Months
  -2.23%
YTD  
+26.33%
1 Year  
+43.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.370 8.630
1M High / 1M Low: 9.930 8.630
6M High / 6M Low: 11.890 8.630
High (YTD): 3/12/2024 11.890
Low (YTD): 1/3/2024 6.750
52W High: 3/12/2024 11.890
52W Low: 10/12/2023 4.650
Avg. price 1W:   8.992
Avg. volume 1W:   0.000
Avg. price 1M:   9.269
Avg. volume 1M:   0.000
Avg. price 6M:   10.230
Avg. volume 6M:   0.000
Avg. price 1Y:   8.444
Avg. volume 1Y:   0.000
Volatility 1M:   82.91%
Volatility 6M:   56.22%
Volatility 1Y:   66.47%
Volatility 3Y:   -