Soc. Generale Call 200 DHR 20.12.2024
/ DE000SU0F1A7
Soc. Generale Call 200 DHR 20.12..../ DE000SU0F1A7 /
| 2024-07-05 9:45:57 AM |
Chg.-0.04 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.39EUR |
-0.90% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU0F1A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
3.62 |
| Time value: |
0.82 |
| Break-even: |
228.91 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
4.13 |
| Rho: |
0.64 |
Quote data
| Open: |
4.39 |
| High: |
4.39 |
| Low: |
4.39 |
| Previous Close: |
4.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.90% |
| 1 Month |
|
|
-36.19% |
| 3 Months |
|
|
-14.43% |
| YTD |
|
|
-9.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.41 |
4.39 |
| 1M High / 1M Low: |
6.88 |
4.39 |
| 6M High / 6M Low: |
6.91 |
4.05 |
| High (YTD): |
2024-05-23 |
6.91 |
| Low (YTD): |
2024-01-15 |
4.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.77% |
| Volatility 6M: |
|
83.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
