Soc. Generale Call 320 SYK 21.06.2024
/ DE000SQ6C970
Soc. Generale Call 320 SYK 21.06..../ DE000SQ6C970 /
| 2024-05-09 8:35:01 AM |
Chg.-0.23 |
Bid11:20:14 AM |
Ask11:20:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-15.54% |
1.29
Bid Size: 2,400 |
1.68
Ask Size: 2,400 |
Stryker Corp |
320.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ6C97 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.86 |
| Time value: |
0.67 |
| Break-even: |
313.06 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
2.68% |
| Delta: |
0.68 |
| Theta: |
-0.12 |
| Omega: |
13.56 |
| Rho: |
0.23 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-60.94% |
| 3 Months |
|
|
-57.19% |
| YTD |
|
|
+2.46% |
| 1 Year |
|
|
-43.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.10 |
| 1M High / 1M Low: |
3.30 |
1.10 |
| 6M High / 6M Low: |
4.09 |
0.73 |
| High (YTD): |
2024-03-11 |
4.09 |
| Low (YTD): |
2024-01-03 |
1.05 |
| 52W High: |
2024-03-11 |
4.09 |
| 52W Low: |
2023-10-12 |
0.59 |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
14.11 |
| Avg. price 1Y: |
|
1.89 |
| Avg. volume 1Y: |
|
16.60 |
| Volatility 1M: |
|
250.45% |
| Volatility 6M: |
|
187.02% |
| Volatility 1Y: |
|
178.75% |
| Volatility 3Y: |
|
- |
