Soc. Generale Call 220 DHR 21.03.2025
/ DE000SU0F1K6
Soc. Generale Call 220 DHR 21.03..../ DE000SU0F1K6 /
02/08/2024 21:44:40 |
Chg.-0.470 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
6.170EUR |
-7.08% |
6.280 Bid Size: 1,000 |
6.300 Ask Size: 1,000 |
Danaher Corporation |
220.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SU0F1K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
09/10/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.75 |
Intrinsic value: |
5.20 |
Implied volatility: |
0.34 |
Historic volatility: |
0.21 |
Parity: |
5.20 |
Time value: |
1.04 |
Break-even: |
264.03 |
Moneyness: |
1.26 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.32% |
Delta: |
0.86 |
Theta: |
-0.05 |
Omega: |
3.48 |
Rho: |
0.97 |
Quote data
Open: |
6.510 |
High: |
6.540 |
Low: |
5.970 |
Previous Close: |
6.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.15% |
1 Month |
|
|
+79.88% |
3 Months |
|
|
+36.50% |
YTD |
|
|
+57.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.640 |
5.980 |
1M High / 1M Low: |
6.640 |
3.430 |
6M High / 6M Low: |
6.640 |
3.430 |
High (YTD): |
01/08/2024 |
6.640 |
Low (YTD): |
15/01/2024 |
3.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.872 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.52% |
Volatility 6M: |
|
91.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |