Soc. Generale Call 300 SYK 20.12.2024
/ DE000SV46B32
Soc. Generale Call 300 SYK 20.12..../ DE000SV46B32 /
11/10/2024 19:16:50 |
Chg.+0.190 |
Bid19:57:44 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
5.490EUR |
+3.58% |
5.500 Bid Size: 15,000 |
- Ask Size: - |
Stryker Corp |
300.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SV46B3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
09/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.06 |
Intrinsic value: |
4.88 |
Implied volatility: |
0.38 |
Historic volatility: |
0.17 |
Parity: |
4.88 |
Time value: |
0.56 |
Break-even: |
328.78 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
1.49% |
Delta: |
0.87 |
Theta: |
-0.10 |
Omega: |
5.15 |
Rho: |
0.43 |
Quote data
Open: |
5.100 |
High: |
5.690 |
Low: |
5.100 |
Previous Close: |
5.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.17% |
1 Month |
|
|
-15.02% |
3 Months |
|
|
+16.56% |
YTD |
|
|
+71.03% |
1 Year |
|
|
+165.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.360 |
4.690 |
1M High / 1M Low: |
6.920 |
4.690 |
6M High / 6M Low: |
6.920 |
3.210 |
High (YTD): |
12/03/2024 |
7.130 |
Low (YTD): |
03/01/2024 |
3.000 |
52W High: |
12/03/2024 |
7.130 |
52W Low: |
12/10/2023 |
1.870 |
Avg. price 1W: |
|
5.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.887 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.056 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.725 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
80.81% |
Volatility 6M: |
|
99.62% |
Volatility 1Y: |
|
98.18% |
Volatility 3Y: |
|
- |