Soc. Generale Call 250 SYK 21.03.2025
/ DE000SW3PNG3
Soc. Generale Call 250 SYK 21.03..../ DE000SW3PNG3 /
| 9/13/2024 4:57:03 PM |
Chg.+0.270 |
Bid5:18:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.510EUR |
+2.40% |
11.430
Bid Size: 15,000 |
-
Ask Size: - |
Stryker Corp |
250.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW3PNG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.03 |
| Intrinsic value: |
10.63 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
10.63 |
| Time value: |
0.55 |
| Break-even: |
337.45 |
| Moneyness: |
1.47 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
2.85 |
| Rho: |
1.07 |
Quote data
| Open: |
10.590 |
| High: |
11.700 |
| Low: |
10.580 |
| Previous Close: |
11.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.57% |
| 1 Month |
|
|
+42.45% |
| 3 Months |
|
|
+18.42% |
| YTD |
|
|
+75.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.240 |
10.410 |
| 1M High / 1M Low: |
11.240 |
7.610 |
| 6M High / 6M Low: |
11.250 |
7.230 |
| High (YTD): |
3/12/2024 |
11.360 |
| Low (YTD): |
1/3/2024 |
6.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.65% |
| Volatility 6M: |
|
62.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
