Soc. Generale Call 220 DHR 21.03.2025
/ DE000SU0F1K6
Soc. Generale Call 220 DHR 21.03..../ DE000SU0F1K6 /
| 10/07/2024 21:48:37 |
Chg.+0.160 |
Bid21:59:34 |
Ask21:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
+4.48% |
3.750
Bid Size: 1,000 |
3.770
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: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
1.83 |
| Time value: |
1.80 |
| Break-even: |
239.73 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
4.32 |
| Rho: |
0.84 |
Quote data
| Open: |
3.530 |
| High: |
3.730 |
| Low: |
3.530 |
| Previous Close: |
3.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.32% |
| 1 Month |
|
|
-34.45% |
| 3 Months |
|
|
-19.09% |
| YTD |
|
|
-5.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.660 |
3.430 |
| 1M High / 1M Low: |
5.690 |
3.430 |
| 6M High / 6M Low: |
5.990 |
3.250 |
| High (YTD): |
22/05/2024 |
5.990 |
| Low (YTD): |
15/01/2024 |
3.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.694 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.58% |
| Volatility 6M: |
|
86.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
