Soc. Generale Put 400 SYK 21.03.2025
/ DE000SY77UK2
Soc. Generale Put 400 SYK 21.03.2.../ DE000SY77UK2 /
| 10/15/2024 9:48:57 PM |
Chg.+0.110 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.160EUR |
+2.72% |
4.150
Bid Size: 800 |
4.250
Ask Size: 800 |
Stryker Corp |
400.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SY77UK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
3.69 |
| Time value: |
0.49 |
| Break-even: |
324.87 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
2.20% |
| Delta: |
-0.69 |
| Theta: |
-0.04 |
| Omega: |
-5.42 |
| Rho: |
-1.15 |
Quote data
| Open: |
3.820 |
| High: |
4.210 |
| Low: |
3.810 |
| Previous Close: |
4.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.49% |
| 1 Month |
|
|
+19.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.700 |
4.050 |
| 1M High / 1M Low: |
5.170 |
3.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
