Soc. Generale Call 340 SYK 21.03.2025
/ DE000SW7LCF8
Soc. Generale Call 340 SYK 21.03..../ DE000SW7LCF8 /
| 2024-11-15 9:40:20 PM |
Chg.+0.350 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.810EUR |
+6.41% |
5.710
Bid Size: 750 |
5.780
Ask Size: 750 |
Stryker Corp |
340.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW7LCF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
4.76 |
| Time value: |
1.06 |
| Break-even: |
381.16 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
1.22% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
5.21 |
| Rho: |
0.84 |
Quote data
| Open: |
4.740 |
| High: |
5.810 |
| Low: |
4.630 |
| Previous Close: |
5.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.06% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+154.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.810 |
4.760 |
| 1M High / 1M Low: |
5.810 |
3.050 |
| 6M High / 6M Low: |
5.810 |
1.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.38% |
| Volatility 6M: |
|
122.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
