Soc. Generale Call 200 DHR 21.03.2025
/ DE000SW38V45
Soc. Generale Call 200 DHR 21.03..../ DE000SW38V45 /
| 7/10/2024 9:54:07 AM |
Chg.-0.050 |
Bid9:55:37 AM |
Ask9:55:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.880EUR |
-1.01% |
4.890
Bid Size: 1,000 |
5.040
Ask Size: 1,000 |
Danaher Corporation |
200.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW38V4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
10/3/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.34 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
3.68 |
| Time value: |
1.31 |
| Break-even: |
234.84 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
3.56 |
| Rho: |
0.89 |
Quote data
| Open: |
4.890 |
| High: |
4.900 |
| Low: |
4.880 |
| Previous Close: |
4.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.81% |
| 1 Month |
|
|
-32.22% |
| 3 Months |
|
|
-18.26% |
| YTD |
|
|
-5.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.020 |
4.770 |
| 1M High / 1M Low: |
7.200 |
4.770 |
| 6M High / 6M Low: |
7.500 |
4.400 |
| High (YTD): |
5/22/2024 |
7.500 |
| Low (YTD): |
1/15/2024 |
4.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.23% |
| Volatility 6M: |
|
72.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
