Soc. Generale Put 250 DHR 17.01.2025
/ DE000SU6F5J3
Soc. Generale Put 250 DHR 17.01.2.../ DE000SU6F5J3 /
| 15/11/2024 21:45:32 |
Chg.+0.660 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+45.83% |
2.080
Bid Size: 1,500 |
2.100
Ask Size: 1,500 |
Danaher Corporation |
250.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SU6F5J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
1.85 |
| Time value: |
0.23 |
| Break-even: |
216.67 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
-0.74 |
| Theta: |
-0.05 |
| Omega: |
-7.80 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.440 |
| High: |
2.150 |
| Low: |
1.440 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.91% |
| 1 Month |
|
|
+187.67% |
| 3 Months |
|
|
+156.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.300 |
| 1M High / 1M Low: |
2.100 |
0.540 |
| 6M High / 6M Low: |
2.100 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.38% |
| Volatility 6M: |
|
195.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
