Soc. Generale Call 320 SYK 21.03.2025
/ DE000SW7LK56
Soc. Generale Call 320 SYK 21.03..../ DE000SW7LK56 /
| 15/10/2024 08:18:43 |
Chg.+0.38 |
Bid19:04:10 |
Ask19:04:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.75EUR |
+8.70% |
5.03
Bid Size: 15,000 |
5.13
Ask Size: 15,000 |
Stryker Corp |
320.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW7LK5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
12/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
3.64 |
| Time value: |
1.40 |
| Break-even: |
343.74 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
2.02% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
5.05 |
| Rho: |
0.88 |
Quote data
| Open: |
4.75 |
| High: |
4.75 |
| Low: |
4.75 |
| Previous Close: |
4.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.03% |
| 1 Month |
|
|
-12.36% |
| 3 Months |
|
|
+21.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
3.71 |
| 1M High / 1M Low: |
5.63 |
3.71 |
| 6M High / 6M Low: |
5.63 |
2.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.55% |
| Volatility 6M: |
|
109.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
