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Soc. Generale Call 240 DHR 20.09..../  DE000SU0F079  /

Frankfurt Zert./SG
2024-07-10  5:39:13 PM Chg.+0.080 Bid6:01:36 PM Ask6:01:36 PM Underlying Strike price Expiration date Option type
1.240EUR +6.90% 1.240
Bid Size: 50,000		 1.250
Ask Size: 50,000		 Danaher Corporation 240.00 USD 2024-09-20 Call
 

Master data

WKN: SU0F07
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.63
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -0.02
Time value: 1.19
Break-even: 233.83
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.54
Theta: -0.09
Omega: 10.15
Rho: 0.21
 

Quote data

Open: 1.130
High: 1.240
Low: 1.130
Previous Close: 1.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month
  -59.34%
3 Months
  -44.89%
YTD
  -39.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.070
1M High / 1M Low: 3.050 1.070
6M High / 6M Low: 3.280 1.070
High (YTD): 2024-05-20 3.280
Low (YTD): 2024-07-04 1.070
52W High: - -
52W Low: - -
Avg. price 1W:   1.172
Avg. volume 1W:   0.000
Avg. price 1M:   1.955
Avg. volume 1M:   0.000
Avg. price 6M:   2.336
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.75%
Volatility 6M:   153.95%
Volatility 1Y:   -
Volatility 3Y:   -