Soc. Generale Put 350 SYK 21.03.2025
/ DE000SY0NYB0
Soc. Generale Put 350 SYK 21.03.2.../ DE000SY0NYB0 /
| 9/13/2024 8:28:36 AM |
Chg.-0.10 |
Bid3:37:53 PM |
Ask3:37:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-6.85% |
1.40
Bid Size: 45,000 |
1.42
Ask Size: 45,000 |
Stryker Corp |
350.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SY0NYB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-1.61 |
| Time value: |
1.49 |
| Break-even: |
301.01 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-7.26 |
| Rho: |
-0.64 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.53% |
| 1 Month |
|
|
-56.55% |
| 3 Months |
|
|
-41.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.46 |
| 1M High / 1M Low: |
3.13 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
