Soc. Generale Call 400 SYK 20.09.2024
/ DE000SW7ENY1
Soc. Generale Call 400 SYK 20.09..../ DE000SW7ENY1 /
| 6/14/2024 9:35:46 PM |
Chg.+0.020 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.220
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
Stryker Corp |
400.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW7ENY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
140.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-5.14 |
| Time value: |
0.23 |
| Break-even: |
375.96 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
18.07 |
| Rho: |
0.10 |
Quote data
| Open: |
0.086 |
| High: |
0.200 |
| Low: |
0.086 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-77.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
