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Soc. Generale Call 195.3 DHR 17.0.../  DE000SV4W9R7  /

Frankfurt Zert./SG
7/10/2024  9:49:19 AM Chg.-0.070 Bid9:55:27 AM Ask9:55:27 AM Underlying Strike price Expiration date Option type
5.480EUR -1.26% 5.490
Bid Size: 1,000		 5.710
Ask Size: 1,000		 Danaher Corporation 195.30 USD 1/17/2025 Call
 

Master data

WKN: SV4W9R
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 195.30 USD
Maturity: 1/17/2025
Issue date: 5/2/2023
Last trading day: 1/16/2025
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 5.12
Intrinsic value: 4.63
Implied volatility: 0.36
Historic volatility: 0.21
Parity: 4.63
Time value: 1.01
Break-even: 230.68
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.84
Theta: -0.05
Omega: 3.71
Rho: 0.71
 

Quote data

Open: 5.480
High: 5.500
Low: 5.480
Previous Close: 5.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month
  -33.17%
3 Months
  -18.81%
YTD
  -6.48%
1 Year  
+16.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.670 5.350
1M High / 1M Low: 8.200 5.350
6M High / 6M Low: 8.520 5.000
High (YTD): 5/22/2024 8.520
Low (YTD): 1/15/2024 5.000
52W High: 5/22/2024 8.520
52W Low: 10/30/2023 2.920
Avg. price 1W:   5.550
Avg. volume 1W:   0.000
Avg. price 1M:   6.722
Avg. volume 1M:   0.000
Avg. price 6M:   6.887
Avg. volume 6M:   0.000
Avg. price 1Y:   6.125
Avg. volume 1Y:   .391
Volatility 1M:   79.17%
Volatility 6M:   73.07%
Volatility 1Y:   74.85%
Volatility 3Y:   -