Soc. Generale Call 220 DHR 20.12.2024
/ DE000SU0F1B5
Soc. Generale Call 220 DHR 20.12..../ DE000SU0F1B5 /
| 05/08/2024 10:52:50 |
Chg.-0.800 |
Bid11:41:16 |
Ask11:41:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.020EUR |
-13.75% |
4.900
Bid Size: 1,000 |
5.430
Ask Size: 1,000 |
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: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.50 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
5.20 |
| Time value: |
0.64 |
| Break-even: |
260.03 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
3.83 |
| Rho: |
0.62 |
Quote data
| Open: |
4.640 |
| High: |
5.020 |
| Low: |
4.640 |
| Previous Close: |
5.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.89% |
| 1 Month |
|
|
+64.05% |
| 3 Months |
|
|
+24.88% |
| YTD |
|
|
+41.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.180 |
5.510 |
| 1M High / 1M Low: |
6.180 |
3.010 |
| 6M High / 6M Low: |
6.180 |
2.870 |
| High (YTD): |
01/08/2024 |
6.180 |
| Low (YTD): |
04/07/2024 |
2.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.01% |
| Volatility 6M: |
|
104.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
