Soc. Generale Call 300 SYK 21.03.2025
/ DE000SW3PNH1
Soc. Generale Call 300 SYK 21.03..../ DE000SW3PNH1 /
| 2024-11-19 1:59:23 PM |
Chg.-0.03 |
Bid6:27:54 PM |
Ask6:27:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.68EUR |
-0.34% |
9.01
Bid Size: 10,000 |
-
Ask Size: - |
Stryker Corp |
300.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PNH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| 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: |
8.73 |
| High: |
8.73 |
| Low: |
8.68 |
| Previous Close: |
8.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.58% |
| 1 Month |
|
|
+41.14% |
| 3 Months |
|
|
+84.29% |
| YTD |
|
|
+132.71% |
| 1 Year |
|
|
+154.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.71 |
7.71 |
| 1M High / 1M Low: |
8.71 |
5.75 |
| 6M High / 6M Low: |
8.71 |
3.70 |
| High (YTD): |
2024-11-18 |
8.71 |
| Low (YTD): |
2024-01-03 |
3.48 |
| 52W High: |
2024-11-18 |
8.71 |
| 52W Low: |
2023-12-15 |
3.34 |
| Avg. price 1W: |
|
8.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
120.04% |
| Volatility 6M: |
|
97.17% |
| Volatility 1Y: |
|
88.86% |
| Volatility 3Y: |
|
- |
