OverviewChartNewsTraderScreen

Soc. Generale Call 300 SYK 21.03..../  DE000SW3PNH1  /

Frankfurt Zert./SG
19/11/2024  21:36:24 Chg.-0.170 Bid21:38:07 Ask- Underlying Strike price Expiration date Option type
8.910EUR -1.87% 8.940
Bid Size: 10,000		 -
Ask Size: -		 Stryker Corp 300.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PNH
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 8.73
Intrinsic value: 8.44
Implied volatility: 0.34
Historic volatility: 0.17
Parity: 8.44
Time value: 0.53
Break-even: 372.86
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.06
Omega: 3.81
Rho: 0.84
 

Quote data

Open: 8.730
High: 9.130
Low: 8.510
Previous Close: 9.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.60%
1 Month  
+26.03%
3 Months  
+71.35%
YTD  
+139.52%
1 Year  
+163.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.180 8.600
1M High / 1M Low: 9.180 5.770
6M High / 6M Low: 9.180 3.800
High (YTD): 15/11/2024 9.180
Low (YTD): 03/01/2024 3.500
52W High: 15/11/2024 9.180
52W Low: 20/12/2023 3.300
Avg. price 1W:   8.916
Avg. volume 1W:   0.000
Avg. price 1M:   7.279
Avg. volume 1M:   0.000
Avg. price 6M:   5.960
Avg. volume 6M:   0.000
Avg. price 1Y:   5.721
Avg. volume 1Y:   0.000
Volatility 1M:   97.30%
Volatility 6M:   86.70%
Volatility 1Y:   83.58%
Volatility 3Y:   -