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Soc. Generale Call 195.3 DHR 20.0.../  DE000SW3V961  /

Frankfurt Zert./SG
2024-06-17  6:37:22 PM Chg.+0.020 Bid7:32:58 PM Ask7:32:58 PM Underlying Strike price Expiration date Option type
7.970EUR +0.25% 7.980
Bid Size: 30,000		 8.010
Ask Size: 30,000		 Danaher Corporation 195.30 USD 2025-06-20 Call
 

Master data

WKN: SW3V96
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 195.30 USD
Maturity: 2025-06-20
Issue date: 2023-09-22
Last trading day: 2025-06-19
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 3.33
Leverage: Yes

Calculated values

Fair value: 7.16
Intrinsic value: 6.27
Implied volatility: 0.38
Historic volatility: 0.21
Parity: 6.27
Time value: 1.77
Break-even: 253.88
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.37%
Delta: 0.84
Theta: -0.04
Omega: 2.80
Rho: 1.29
 

Quote data

Open: 7.910
High: 8.010
Low: 7.880
Previous Close: 7.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.44%
1 Month
  -11.93%
3 Months  
+2.18%
YTD  
+24.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.000 7.910
1M High / 1M Low: 9.270 7.790
6M High / 6M Low: 9.270 5.600
High (YTD): 2024-05-22 9.270
Low (YTD): 2024-01-15 5.600
52W High: - -
52W Low: - -
Avg. price 1W:   8.464
Avg. volume 1W:   0.000
Avg. price 1M:   8.684
Avg. volume 1M:   0.000
Avg. price 6M:   7.552
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.97%
Volatility 6M:   62.69%
Volatility 1Y:   -
Volatility 3Y:   -