Soc. Generale Put 350 SYK 20.09.2024
/ DE000SY0ATQ5
Soc. Generale Put 350 SYK 20.09.2.../ DE000SY0ATQ5 /
| 2024-08-06 9:45:06 AM |
Chg.- |
Bid9:00:07 AM |
Ask9:00:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
- |
2.27
Bid Size: 1,400 |
2.82
Ask Size: 1,400 |
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: |
-9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
3.11 |
| Time value: |
0.06 |
| Break-even: |
287.92 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.05 |
| Spread %: |
1.60% |
| Delta: |
-0.85 |
| Theta: |
-0.04 |
| Omega: |
-7.71 |
| Rho: |
-0.34 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+35.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
1.63 |
| 1M High / 1M Low: |
2.45 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
