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Soc. Generale Call 284.07 DHR 20..../  DE000SV9Q720  /

EUWAX
2024-07-10  9:24:10 AM Chg.-0.010 Bid4:23:08 PM Ask4:23:08 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.160
Bid Size: 80,000		 0.170
Ask Size: 80,000		 Danaher Corporation 284.07 USD 2024-09-20 Call
 

Master data

WKN: SV9Q72
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 284.07 USD
Maturity: 2024-09-20
Issue date: 2023-07-14
Last trading day: 2024-09-19
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 146.87
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -4.61
Time value: 0.17
Break-even: 264.19
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 1.43
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.11
Theta: -0.04
Omega: 16.87
Rho: 0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -76.56%
3 Months
  -80.26%
YTD
  -79.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.660 0.130
6M High / 6M Low: 1.150 0.130
High (YTD): 2024-03-05 1.150
Low (YTD): 2024-07-08 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.73%
Volatility 6M:   253.24%
Volatility 1Y:   -
Volatility 3Y:   -