Soc. Generale Call 213.05 DHR 17.01.2025
/ DE000SV1GKU4
Soc. Generale Call 213.05 DHR 17..../ DE000SV1GKU4 /
02/08/2024 21:38:52 |
Chg.-0.440 |
Bid08:39:37 |
Ask08:39:37 |
Underlying |
Strike price |
Expiration date |
Option type |
7.260EUR |
-5.71% |
6.090 Bid Size: 1,000 |
6.600 Ask Size: 1,000 |
Danaher Corporation |
213.05 USD |
17/01/2025 |
Call |
Master data
WKN: |
SV1GKU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
213.05 USD |
Maturity: |
17/01/2025 |
Issue date: |
24/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
8.88:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.96 |
Intrinsic value: |
6.57 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
6.57 |
Time value: |
0.46 |
Break-even: |
257.70 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
-0.25 |
Spread %: |
-3.43% |
Delta: |
0.96 |
Theta: |
-0.03 |
Omega: |
3.88 |
Rho: |
0.82 |
Quote data
Open: |
7.490 |
High: |
7.600 |
Low: |
6.940 |
Previous Close: |
7.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.27% |
1 Month |
|
|
+75.79% |
3 Months |
|
|
+38.81% |
YTD |
|
|
+58.52% |
1 Year |
|
|
+47.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.700 |
7.030 |
1M High / 1M Low: |
7.700 |
4.090 |
6M High / 6M Low: |
7.700 |
3.920 |
High (YTD): |
01/08/2024 |
7.700 |
Low (YTD): |
15/01/2024 |
3.790 |
52W High: |
01/08/2024 |
7.700 |
52W Low: |
30/10/2023 |
2.100 |
Avg. price 1W: |
|
7.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.634 |
Avg. volume 6M: |
|
.630 |
Avg. price 1Y: |
|
4.913 |
Avg. volume 1Y: |
|
.315 |
Volatility 1M: |
|
124.83% |
Volatility 6M: |
|
93.43% |
Volatility 1Y: |
|
91.98% |
Volatility 3Y: |
|
- |