Soc. Generale Put 400 SYK 21.03.2025
/ DE000SY77UK2
Soc. Generale Put 400 SYK 21.03.2.../ DE000SY77UK2 /
| 2024-11-19 1:41:44 PM |
Chg.+0.07 |
Bid6:36:28 PM |
Ask6:36:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+3.29% |
2.26
Bid Size: 25,000 |
2.30
Ask Size: 25,000 |
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: |
-15.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
1.34 |
| Break-even: |
354.15 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.74% |
| Delta: |
-0.52 |
| Theta: |
-0.06 |
| Omega: |
-8.19 |
| Rho: |
-0.72 |
Quote data
| Open: |
2.07 |
| High: |
2.20 |
| Low: |
2.07 |
| Previous Close: |
2.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.35% |
| 1 Month |
|
|
-43.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.13 |
| 1M High / 1M Low: |
4.33 |
2.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
