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

Frankfurt Zert./SG
9/10/2024  9:57:53 AM Chg.0.000 Bid10:18:53 AM Ask10:18:53 AM Underlying Strike price Expiration date Option type
4.910EUR 0.00% 4.920
Bid Size: 1,000
5.050
Ask Size: 1,000
Danaher Corporation 250.00 USD 12/19/2025 Call
 

Master data

WKN: SU50SC
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 12/19/2025
Issue date: 12/19/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 4.02
Intrinsic value: 2.09
Implied volatility: 0.31
Historic volatility: 0.21
Parity: 2.09
Time value: 2.91
Break-even: 276.54
Moneyness: 1.09
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.71
Theta: -0.04
Omega: 3.52
Rho: 1.60
 

Quote data

Open: 4.860
High: 4.910
Low: 4.860
Previous Close: 4.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.66%
1 Month
  -0.81%
3 Months
  -5.94%
YTD  
+45.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.910 4.320
1M High / 1M Low: 4.920 4.320
6M High / 6M Low: 5.910 3.210
High (YTD): 8/1/2024 5.910
Low (YTD): 1/15/2024 2.860
52W High: - -
52W Low: - -
Avg. price 1W:   4.496
Avg. volume 1W:   0.000
Avg. price 1M:   4.690
Avg. volume 1M:   0.000
Avg. price 6M:   4.477
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.23%
Volatility 6M:   87.62%
Volatility 1Y:   -
Volatility 3Y:   -