Soc. Generale Put 350 SYK 20.09.2024
/ DE000SY0ATQ5
Soc. Generale Put 350 SYK 20.09.2.../ DE000SY0ATQ5 /
| 11/07/2024 09:58:18 |
Chg.-0.32 |
Bid11:08:01 |
Ask11:08:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-17.02% |
1.60
Bid Size: 1,900 |
1.94
Ask Size: 1,900 |
Stryker Corp |
350.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SY0ATQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.17 |
| Time value: |
0.61 |
| Break-even: |
305.28 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.30% |
| Delta: |
-0.60 |
| Theta: |
-0.06 |
| Omega: |
-10.48 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.32% |
| 1 Month |
|
|
+24.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.57 |
| 1M High / 1M Low: |
1.91 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
