Soc. Generale Put 400 SYK 21.03.2025
/ DE000SY77UK2
Soc. Generale Put 400 SYK 21.03.2.../ DE000SY77UK2 /
| 2025-01-13 8:24:51 AM |
Chg.-0.06 |
Bid9:21:16 AM |
Ask9:21:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.42EUR |
-1.72% |
3.42
Bid Size: 900 |
4.00
Ask Size: 900 |
Stryker Corp |
400.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SY77UK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-09-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
3.35 |
| Time value: |
0.36 |
| Break-even: |
353.34 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
4.21% |
| Delta: |
-0.75 |
| Theta: |
-0.07 |
| Omega: |
-7.23 |
| Rho: |
-0.58 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.42 |
| Previous Close: |
3.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.20% |
| 1 Month |
|
|
+26.20% |
| 3 Months |
|
|
-20.65% |
| YTD |
|
|
+3.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.47 |
| 1M High / 1M Low: |
4.28 |
2.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-08 |
4.05 |
| Low (YTD): |
2025-01-09 |
3.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
