Soc. Generale Call 260 SYK 20.12.2024
/ DE000SU2P512
Soc. Generale Call 260 SYK 20.12..../ DE000SU2P512 /
| 06/09/2024 08:58:18 |
Chg.-0.18 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.52EUR |
-2.07% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
260.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2P51 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.16 |
| Intrinsic value: |
8.92 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
8.92 |
| Time value: |
0.28 |
| Break-even: |
326.54 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
3.45 |
| Rho: |
0.64 |
Quote data
| Open: |
8.52 |
| High: |
8.52 |
| Low: |
8.52 |
| Previous Close: |
8.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
+50.26% |
| 3 Months |
|
|
+1.55% |
| YTD |
|
|
+53.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.08 |
8.52 |
| 1M High / 1M Low: |
9.08 |
5.67 |
| 6M High / 6M Low: |
9.73 |
5.67 |
| High (YTD): |
28/03/2024 |
9.73 |
| Low (YTD): |
03/01/2024 |
5.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.04% |
| Volatility 6M: |
|
70.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
