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Soc. Generale Call 257.44 DHR 20..../  DE000SH8BDR9  /

EUWAX
11/10/2024  16:23:23 Chg.+0.25 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
2.45EUR +11.36% -
Bid Size: -		 -
Ask Size: -		 Danaher Corporation 257.44 USD 20/12/2024 Call
 

Master data

WKN: SH8BDR
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 257.44 USD
Maturity: 20/12/2024
Issue date: 01/04/2022
Last trading day: 19/12/2024
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 11.75
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 1.33
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 1.33
Time value: 1.04
Break-even: 256.47
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 2.16%
Delta: 0.68
Theta: -0.10
Omega: 7.97
Rho: 0.28
 

Quote data

Open: 2.45
High: 2.45
Low: 2.45
Previous Close: 2.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.24%
1 Month
  -6.49%
3 Months  
+63.33%
YTD  
+23.74%
1 Year  
+50.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.45 2.20
1M High / 1M Low: 2.90 2.19
6M High / 6M Low: 3.64 1.17
High (YTD): 02/08/2024 3.64
Low (YTD): 08/07/2024 1.17
52W High: 02/08/2024 3.64
52W Low: 30/10/2023 0.73
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   2.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.30
Avg. volume 6M:   0.00
Avg. price 1Y:   2.10
Avg. volume 1Y:   0.00
Volatility 1M:   162.39%
Volatility 6M:   207.37%
Volatility 1Y:   176.44%
Volatility 3Y:   -