Soc. Generale Call 300 SYK 21.03.2025
/ DE000SW3PNH1
Soc. Generale Call 300 SYK 21.03..../ DE000SW3PNH1 /
| 11/15/2024 8:31:46 AM |
Chg.-0.64 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.02EUR |
-7.39% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
300.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW3PNH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.86 |
| Intrinsic value: |
8.56 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
8.56 |
| Time value: |
0.53 |
| Break-even: |
375.86 |
| 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: |
3.80 |
| Rho: |
0.87 |
Quote data
| Open: |
8.02 |
| High: |
8.02 |
| Low: |
8.02 |
| Previous Close: |
8.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.25% |
| 1 Month |
|
|
+30.83% |
| 3 Months |
|
|
+76.65% |
| YTD |
|
|
+115.01% |
| 1 Year |
|
|
+118.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.66 |
7.65 |
| 1M High / 1M Low: |
8.66 |
5.75 |
| 6M High / 6M Low: |
8.66 |
3.70 |
| High (YTD): |
11/14/2024 |
8.66 |
| Low (YTD): |
1/3/2024 |
3.48 |
| 52W High: |
11/14/2024 |
8.66 |
| 52W Low: |
12/15/2023 |
3.34 |
| Avg. price 1W: |
|
8.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
118.18% |
| Volatility 6M: |
|
96.36% |
| Volatility 1Y: |
|
88.65% |
| Volatility 3Y: |
|
- |
