Soc. Generale Call 320 SYK 20.09.2024
/ DE000SW1Y191
Soc. Generale Call 320 SYK 20.09..../ DE000SW1Y191 /
| 06/08/2024 12:17:51 |
Chg.+0.020 |
Bid13:19:49 |
Ask13:19:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+1.77% |
1.190
Bid Size: 2,600 |
1.490
Ask Size: 2,600 |
Stryker Corp |
320.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW1Y19 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-0.37 |
| Time value: |
1.23 |
| Break-even: |
304.52 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.03 |
| Spread %: |
2.50% |
| Delta: |
0.49 |
| Theta: |
-0.16 |
| Omega: |
11.61 |
| Rho: |
0.16 |
Quote data
| Open: |
1.200 |
| High: |
1.330 |
| Low: |
1.150 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.92% |
| 1 Month |
|
|
-52.67% |
| 3 Months |
|
|
-49.78% |
| YTD |
|
|
-37.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.130 |
| 1M High / 1M Low: |
2.770 |
1.130 |
| 6M High / 6M Low: |
5.110 |
1.130 |
| High (YTD): |
08/03/2024 |
5.110 |
| Low (YTD): |
05/08/2024 |
1.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.83% |
| Volatility 6M: |
|
156.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
