Soc. Generale Call 360 SYK 20.12.2024
/ DE000SU2P553
Soc. Generale Call 360 SYK 20.12..../ DE000SU2P553 /
2024-09-06 8:58:18 AM |
Chg.- |
Bid8:40:11 AM |
Ask8:40:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.66EUR |
- |
1.79 Bid Size: 1,700 |
2.17 Ask Size: 1,700 |
Stryker Corp |
360.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2P55 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-0.10 |
Time value: |
1.92 |
Break-even: |
343.91 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
1.59% |
Delta: |
0.55 |
Theta: |
-0.10 |
Omega: |
9.23 |
Rho: |
0.44 |
Quote data
Open: |
1.66 |
High: |
1.66 |
Low: |
1.66 |
Previous Close: |
1.76 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.49% |
1 Month |
|
|
+102.44% |
3 Months |
|
|
-13.09% |
YTD |
|
|
+46.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.91 |
1.66 |
1M High / 1M Low: |
1.91 |
0.74 |
6M High / 6M Low: |
3.23 |
0.65 |
High (YTD): |
2024-03-11 |
3.23 |
Low (YTD): |
2024-08-08 |
0.65 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.09% |
Volatility 6M: |
|
172.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |