Soc. Generale Call 340 SYK 16.01.2026
/ DE000SW8QS94
Soc. Generale Call 340 SYK 16.01..../ DE000SW8QS94 /
28/06/2024 21:36:17 |
Chg.-0.100 |
Bid21:59:11 |
Ask21:59:11 |
Underlying |
Strike price |
Expiration date |
Option type |
4.870EUR |
-2.01% |
4.990 Bid Size: 1,000 |
5.040 Ask Size: 1,000 |
Stryker Corp |
340.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
SW8QS9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
08/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.81 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
0.02 |
Time value: |
5.02 |
Break-even: |
367.74 |
Moneyness: |
1.00 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
1.00% |
Delta: |
0.63 |
Theta: |
-0.05 |
Omega: |
3.99 |
Rho: |
2.33 |
Quote data
Open: |
4.850 |
High: |
5.070 |
Low: |
4.850 |
Previous Close: |
4.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.75% |
1 Month |
|
|
-4.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.970 |
4.810 |
1M High / 1M Low: |
5.560 |
4.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.904 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |