Soc. Generale Call 400 SYK 21.03.2025
/ DE000SW7LCG6
Soc. Generale Call 400 SYK 21.03..../ DE000SW7LCG6 /
| 7/9/2024 9:49:05 PM |
Chg.+0.030 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+3.53% |
0.880
Bid Size: 3,500 |
0.910
Ask Size: 3,500 |
Stryker Corp |
400.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW7LCG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 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: |
34.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-6.08 |
| Time value: |
0.90 |
| Break-even: |
378.32 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.26 |
| Theta: |
-0.05 |
| Omega: |
8.88 |
| Rho: |
0.50 |
Quote data
| Open: |
0.790 |
| High: |
0.920 |
| Low: |
0.780 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
-33.83% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.790 |
| 1M High / 1M Low: |
1.280 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
