Soc. Generale Call 360 SYK 21.03.2025
/ DE000SW7LK64
Soc. Generale Call 360 SYK 21.03..../ DE000SW7LK64 /
| 12/23/2024 8:24:41 AM |
Chg.+0.29 |
Bid2:00:20 PM |
Ask2:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+16.67% |
2.06
Bid Size: 1,500 |
2.40
Ask Size: 1,500 |
Stryker Corp |
360.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW7LK6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.44 |
| Time value: |
1.79 |
| Break-even: |
367.35 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
2.77% |
| Delta: |
0.58 |
| Theta: |
-0.12 |
| Omega: |
9.15 |
| Rho: |
0.44 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.97% |
| 1 Month |
|
|
-48.48% |
| 3 Months |
|
|
-21.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
1.74 |
| 1M High / 1M Low: |
3.87 |
1.74 |
| 6M High / 6M Low: |
3.94 |
1.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.34% |
| Volatility 6M: |
|
157.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
