Soc. Generale Call 280 DHR 19.06.2026
/ DE000SU55VV1
Soc. Generale Call 280 DHR 19.06..../ DE000SU55VV1 /
| 10/09/2024 11:06:58 |
Chg.-0.030 |
Bid11:27:59 |
Ask11:27:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.100EUR |
-0.73% |
4.100
Bid Size: 1,000 |
4.210
Ask Size: 1,000 |
Danaher Corporation |
280.00 USD |
19/06/2026 |
Call |
Master data
| WKN: |
SU55VV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
19/06/2026 |
| Issue date: |
21/12/2023 |
| Last trading day: |
18/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-0.63 |
| Time value: |
4.22 |
| Break-even: |
295.93 |
| Moneyness: |
0.98 |
| Premium: |
0.20 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
3.60 |
| Rho: |
1.95 |
Quote data
| Open: |
4.090 |
| High: |
4.130 |
| Low: |
4.090 |
| Previous Close: |
4.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.72% |
| 1 Month |
|
|
-4.65% |
| 3 Months |
|
|
-9.69% |
| YTD |
|
|
+41.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.130 |
3.630 |
| 1M High / 1M Low: |
4.210 |
3.630 |
| 6M High / 6M Low: |
5.100 |
2.790 |
| High (YTD): |
01/08/2024 |
5.100 |
| Low (YTD): |
15/01/2024 |
2.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.860 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.44% |
| Volatility 6M: |
|
87.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
