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Soc. Generale Call 220 DHR 20.12..../  DE000SU0F1B5  /

Frankfurt Zert./SG
10/07/2024  18:32:04 Chg.+0.130 Bid18:57:55 Ask18:57:55 Underlying Strike price Expiration date Option type
3.140EUR +4.32% 3.180
Bid Size: 40,000		 3.190
Ask Size: 40,000		 Danaher Corporation 220.00 USD 20/12/2024 Call
 

Master data

WKN: SU0F1B
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 09/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.22
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 1.83
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 1.83
Time value: 1.24
Break-even: 234.13
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.33%
Delta: 0.72
Theta: -0.06
Omega: 5.21
Rho: 0.58
 

Quote data

Open: 2.980
High: 3.150
Low: 2.980
Previous Close: 3.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.95%
1 Month
  -39.50%
3 Months
  -23.79%
YTD
  -11.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.080 2.870
1M High / 1M Low: 5.190 2.870
6M High / 6M Low: 5.430 2.870
High (YTD): 22/05/2024 5.430
Low (YTD): 04/07/2024 2.870
52W High: - -
52W Low: - -
Avg. price 1W:   3.014
Avg. volume 1W:   0.000
Avg. price 1M:   3.951
Avg. volume 1M:   0.000
Avg. price 6M:   4.209
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.25%
Volatility 6M:   98.07%
Volatility 1Y:   -
Volatility 3Y:   -