OverviewChartNewsTraderScreen

Soc. Generale Call 350 SYK 21.03..../  DE000SW3PNJ7  /

EUWAX
2024-11-19  1:59:23 PM Chg.-0.03 Bid9:12:25 PM Ask9:12:25 PM Underlying Strike price Expiration date Option type
4.55EUR -0.66% 4.78
Bid Size: 15,000		 4.85
Ask Size: 15,000		 Stryker Corp 350.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PNJ
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.49
Leverage: Yes

Calculated values

Fair value: 4.26
Intrinsic value: 3.72
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 3.72
Time value: 1.19
Break-even: 379.46
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.07
Spread %: 1.45%
Delta: 0.78
Theta: -0.10
Omega: 5.84
Rho: 0.79
 

Quote data

Open: 4.58
High: 4.58
Low: 4.55
Previous Close: 4.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.33%
1 Month  
+64.86%
3 Months  
+139.47%
YTD  
+154.19%
1 Year  
+180.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.53 3.75
1M High / 1M Low: 4.53 2.46
6M High / 6M Low: 4.53 1.46
High (YTD): 2024-11-14 4.53
Low (YTD): 2024-08-08 1.46
52W High: 2024-11-14 4.53
52W Low: 2024-08-08 1.46
Avg. price 1W:   4.15
Avg. volume 1W:   0.00
Avg. price 1M:   3.22
Avg. volume 1M:   0.00
Avg. price 6M:   2.59
Avg. volume 6M:   0.00
Avg. price 1Y:   2.70
Avg. volume 1Y:   0.00
Volatility 1M:   190.02%
Volatility 6M:   142.44%
Volatility 1Y:   127.17%
Volatility 3Y:   -