Soc. Generale Put 350 SYK 20.09.2024
/ DE000SY0ATQ5
Soc. Generale Put 350 SYK 20.09.2.../ DE000SY0ATQ5 /
| 8/7/2024 9:54:38 AM |
Chg.-0.12 |
Bid10:58:10 AM |
Ask10:58:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-4.90% |
2.33
Bid Size: 1,300 |
2.77
Ask Size: 1,300 |
Stryker Corp |
350.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SY0ATQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
2.50 |
| Time value: |
0.22 |
| Break-even: |
293.14 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.87% |
| Delta: |
-0.77 |
| Theta: |
-0.07 |
| Omega: |
-8.40 |
| Rho: |
-0.31 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.87% |
| 1 Month |
|
|
+28.73% |
| 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: |
|
- |
