Soc. Generale Call 240 DHR 20.09.2024
/ DE000SU0F079
Soc. Generale Call 240 DHR 20.09..../ DE000SU0F079 /
| 02/08/2024 21:51:20 |
Chg.-0.370 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
-9.25% |
3.700
Bid Size: 1,000 |
3.720
Ask Size: 1,000 |
Danaher Corporation |
240.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU0F07 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
3.37 |
| Time value: |
0.28 |
| Break-even: |
256.46 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
6.19 |
| Rho: |
0.25 |
Quote data
| Open: |
3.790 |
| High: |
3.890 |
| Low: |
3.360 |
| Previous Close: |
4.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.61% |
| 1 Month |
|
|
+239.25% |
| 3 Months |
|
|
+74.52% |
| YTD |
|
|
+77.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.000 |
3.310 |
| 1M High / 1M Low: |
4.000 |
1.070 |
| 6M High / 6M Low: |
4.000 |
1.070 |
| High (YTD): |
01/08/2024 |
4.000 |
| Low (YTD): |
04/07/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.41% |
| Volatility 6M: |
|
177.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
