Soc. Generale Call 250 DHR 19.12..../  DE000SU50SC8  /

Frankfurt Zert./SG
02/08/2024  21:37:03 Chg.-0.410 Bid21:58:45 Ask21:58:45 Underlying Strike price Expiration date Option type
5.500EUR -6.94% 5.540
Bid Size: 1,000
5.570
Ask Size: 1,000
Danaher Corporation 250.00 USD 19/12/2025 Call
 

Master data

WKN: SU50SC
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 19/12/2025
Issue date: 19/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 4.49
Intrinsic value: 2.45
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 2.45
Time value: 3.08
Break-even: 284.43
Moneyness: 1.11
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 0.55%
Delta: 0.72
Theta: -0.04
Omega: 3.32
Rho: 1.77
 

Quote data

Open: 5.840
High: 5.910
Low: 5.240
Previous Close: 5.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.18%
1 Month  
+71.34%
3 Months  
+32.85%
YTD  
+62.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.910 5.410
1M High / 1M Low: 5.910 3.210
6M High / 6M Low: 5.910 3.210
High (YTD): 01/08/2024 5.910
Low (YTD): 15/01/2024 2.860
52W High: - -
52W Low: - -
Avg. price 1W:   5.642
Avg. volume 1W:   0.000
Avg. price 1M:   4.369
Avg. volume 1M:   0.000
Avg. price 6M:   4.420
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.10%
Volatility 6M:   86.51%
Volatility 1Y:   -
Volatility 3Y:   -