Soc. Generale Call 260 DHR 20.09.2024
/ DE000SU0F087
Soc. Generale Call 260 DHR 20.09..../ DE000SU0F087 /
| 8/5/2024 1:26:47 PM |
Chg.-0.260 |
Bid1:39:10 PM |
Ask1:39:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
-12.56% |
1.770
Bid Size: 1,700 |
2.140
Ask Size: 1,700 |
Danaher Corporation |
260.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU0F08 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.54 |
| Time value: |
0.55 |
| Break-even: |
259.19 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
9.06 |
| Rho: |
0.21 |
Quote data
| Open: |
1.170 |
| High: |
1.810 |
| Low: |
1.170 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.69% |
| 1 Month |
|
|
+293.48% |
| 3 Months |
|
|
+67.59% |
| YTD |
|
|
+43.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
1.780 |
| 1M High / 1M Low: |
2.360 |
0.450 |
| 6M High / 6M Low: |
2.360 |
0.410 |
| High (YTD): |
8/1/2024 |
2.360 |
| Low (YTD): |
7/4/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.30% |
| Volatility 6M: |
|
233.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
