Soc. Generale Put 350 SYK 20.09.2024
/ DE000SY0ATQ5
Soc. Generale Put 350 SYK 20.09.2.../ DE000SY0ATQ5 /
| 2024-07-10 9:44:16 PM |
Chg.-0.060 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-3.26% |
1.730
Bid Size: 1,800 |
1.770
Ask Size: 1,800 |
Stryker Corp |
350.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0ATQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.33 |
| Time value: |
0.55 |
| Break-even: |
304.85 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.73% |
| Delta: |
-0.62 |
| Theta: |
-0.06 |
| Omega: |
-10.21 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.650 |
| High: |
1.860 |
| Low: |
1.640 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.780 |
| 1M High / 1M Low: |
1.920 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
