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Soc. Generale Call 320 SYK 17.01..../  DE000SQ86376  /

Frankfurt Zert./SG
15/10/2024  16:44:34 Chg.+0.330 Bid17:25:38 Ask17:25:38 Underlying Strike price Expiration date Option type
4.740EUR +7.48% 4.530
Bid Size: 15,000		 4.640
Ask Size: 15,000		 Stryker Corp 320.00 USD 17/01/2025 Call
 

Master data

WKN: SQ8637
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.30
Leverage: Yes

Calculated values

Fair value: 3.97
Intrinsic value: 3.64
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 3.64
Time value: 0.88
Break-even: 338.54
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.11
Spread %: 2.49%
Delta: 0.80
Theta: -0.10
Omega: 5.86
Rho: 0.57
 

Quote data

Open: 4.210
High: 4.740
Low: 4.130
Previous Close: 4.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.40%
1 Month
  -11.40%
3 Months  
+63.45%
YTD  
+111.61%
1 Year  
+248.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.410 3.780
1M High / 1M Low: 5.400 3.420
6M High / 6M Low: 5.400 2.420
High (YTD): 08/03/2024 5.730
Low (YTD): 03/01/2024 2.050
52W High: 08/03/2024 5.730
52W Low: 25/10/2023 1.530
Avg. price 1W:   4.040
Avg. volume 1W:   0.000
Avg. price 1M:   4.333
Avg. volume 1M:   0.000
Avg. price 6M:   3.825
Avg. volume 6M:   0.000
Avg. price 1Y:   3.597
Avg. volume 1Y:   0.000
Volatility 1M:   101.81%
Volatility 6M:   112.25%
Volatility 1Y:   111.24%
Volatility 3Y:   -