Soc. Generale Call 260 SYK 20.12.2024
/ DE000SU2P512
Soc. Generale Call 260 SYK 20.12..../ DE000SU2P512 /
| 2024-08-02 8:50:00 AM |
Chg.+0.55 |
Bid7:55:24 PM |
Ask7:55:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.83EUR |
+8.76% |
6.97
Bid Size: 15,000 |
-
Ask Size: - |
Stryker Corp |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2P51 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.13 |
| Intrinsic value: |
6.78 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
6.78 |
| Time value: |
0.59 |
| Break-even: |
314.74 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
3.85 |
| Rho: |
0.81 |
Quote data
| Open: |
6.83 |
| High: |
6.83 |
| Low: |
6.83 |
| Previous Close: |
6.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.24% |
| 1 Month |
|
|
-7.20% |
| 3 Months |
|
|
-2.98% |
| YTD |
|
|
+23.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.00 |
5.82 |
| 1M High / 1M Low: |
7.58 |
5.82 |
| 6M High / 6M Low: |
9.73 |
5.82 |
| High (YTD): |
2024-03-28 |
9.73 |
| Low (YTD): |
2024-01-03 |
5.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.39% |
| Volatility 6M: |
|
65.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
