Soc. Generale Call 220 DHR 21.03.2025
/ DE000SU0F1K6
Soc. Generale Call 220 DHR 21.03..../ DE000SU0F1K6 /
9/10/2024 2:38:02 PM |
Chg.-0.020 |
Bid2:53:02 PM |
Ask2:53:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.630EUR |
-0.35% |
5.650 Bid Size: 1,000 |
5.840 Ask Size: 1,000 |
Danaher Corporation |
220.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
SU0F1K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
10/9/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.26 |
Intrinsic value: |
4.81 |
Implied volatility: |
0.36 |
Historic volatility: |
0.21 |
Parity: |
4.81 |
Time value: |
0.95 |
Break-even: |
256.96 |
Moneyness: |
1.24 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.70% |
Delta: |
0.85 |
Theta: |
-0.05 |
Omega: |
3.64 |
Rho: |
0.80 |
Quote data
Open: |
5.570 |
High: |
5.630 |
Low: |
5.570 |
Previous Close: |
5.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.05% |
1 Month |
|
|
+1.08% |
3 Months |
|
|
-1.05% |
YTD |
|
|
+43.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.650 |
4.980 |
1M High / 1M Low: |
5.650 |
4.980 |
6M High / 6M Low: |
6.640 |
3.430 |
High (YTD): |
8/1/2024 |
6.640 |
Low (YTD): |
1/15/2024 |
3.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.349 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.945 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.35% |
Volatility 6M: |
|
91.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |