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

Frankfurt Zert./SG
28/06/2024  21:35:48 Chg.-0.220 Bid21:59:52 Ask21:59:52 Underlying Strike price Expiration date Option type
3.620EUR -5.73% 3.720
Bid Size: 1,000		 3.740
Ask Size: 1,000		 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: 6.86
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 2.20
Implied volatility: 0.30
Historic volatility: 0.21
Parity: 2.20
Time value: 1.66
Break-even: 249.83
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.72
Theta: -0.06
Omega: 4.95
Rho: 0.75
 

Quote data

Open: 3.780
High: 3.920
Low: 3.620
Previous Close: 3.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.84%
1 Month
  -16.59%
3 Months
  -13.19%
YTD  
+4.32%
1 Year  
+28.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.270 3.620
1M High / 1M Low: 5.280 3.600
6M High / 6M Low: 5.340 2.770
High (YTD): 22/05/2024 5.340
Low (YTD): 15/01/2024 2.770
52W High: 22/05/2024 5.340
52W Low: 30/10/2023 1.450
Avg. price 1W:   3.950
Avg. volume 1W:   0.000
Avg. price 1M:   4.365
Avg. volume 1M:   0.000
Avg. price 6M:   4.134
Avg. volume 6M:   0.000
Avg. price 1Y:   3.654
Avg. volume 1Y:   0.000
Volatility 1M:   120.05%
Volatility 6M:   100.85%
Volatility 1Y:   102.69%
Volatility 3Y:   -