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Soc. Generale Call 230.81 DHR 17..../  DE000SQ6YBM9  /

Frankfurt Zert./SG
10/07/2024  13:18:38 Chg.-0.030 Bid13:43:00 Ask13:43:00 Underlying Strike price Expiration date Option type
2.800EUR -1.06% 2.820
Bid Size: 1,100		 2.930
Ask Size: 1,100		 Danaher Corporation 230.81 USD 17/01/2025 Call
 

Master data

WKN: SQ6YBM
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 230.81 USD
Maturity: 17/01/2025
Issue date: 03/01/2023
Last trading day: 16/01/2025
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 8.67
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 0.94
Implied volatility: 0.30
Historic volatility: 0.21
Parity: 0.94
Time value: 1.94
Break-even: 239.01
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.70%
Delta: 0.64
Theta: -0.06
Omega: 5.59
Rho: 0.61
 

Quote data

Open: 2.790
High: 2.800
Low: 2.780
Previous Close: 2.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -44.66%
3 Months
  -30.69%
YTD
  -19.31%
1 Year  
+0.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.910 2.690
1M High / 1M Low: 5.060 2.690
6M High / 6M Low: 5.340 2.690
High (YTD): 22/05/2024 5.340
Low (YTD): 04/07/2024 2.690
52W High: 22/05/2024 5.340
52W Low: 30/10/2023 1.450
Avg. price 1W:   2.830
Avg. volume 1W:   0.000
Avg. price 1M:   3.781
Avg. volume 1M:   0.000
Avg. price 6M:   4.104
Avg. volume 6M:   0.000
Avg. price 1Y:   3.655
Avg. volume 1Y:   0.000
Volatility 1M:   113.07%
Volatility 6M:   102.60%
Volatility 1Y:   103.30%
Volatility 3Y:   -