Soc. Generale Call 250 DHR 17.01..../  DE000SU2W9T7  /

Frankfurt Zert./SG
8/2/2024  9:40:22 PM Chg.-0.300 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
3.670EUR -7.56% 3.770
Bid Size: 1,000
3.780
Ask Size: 1,000
Danaher Corporation 250.00 USD 1/17/2025 Call
 

Master data

WKN: SU2W9T
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 1/17/2025
Issue date: 11/29/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.80
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 2.45
Implied volatility: 0.31
Historic volatility: 0.21
Parity: 2.45
Time value: 1.28
Break-even: 266.43
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.54%
Delta: 0.75
Theta: -0.07
Omega: 5.08
Rho: 0.70
 

Quote data

Open: 3.860
High: 3.940
Low: 3.460
Previous Close: 3.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.56%
1 Month  
+149.66%
3 Months  
+55.51%
YTD  
+66.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.970 3.460
1M High / 1M Low: 3.970 1.470
6M High / 6M Low: 3.970 1.470
High (YTD): 8/1/2024 3.970
Low (YTD): 7/4/2024 1.470
52W High: - -
52W Low: - -
Avg. price 1W:   3.702
Avg. volume 1W:   0.000
Avg. price 1M:   2.482
Avg. volume 1M:   0.000
Avg. price 6M:   2.652
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.19%
Volatility 6M:   134.66%
Volatility 1Y:   -
Volatility 3Y:   -