Soc. Generale Call 195.3 DHR 20.06.2025
/ DE000SW3V961
Soc. Generale Call 195.3 DHR 20.0.../ DE000SW3V961 /
25/06/2024 19:53:15 |
Chg.-0.250 |
Bid20:07:42 |
Ask20:07:42 |
Underlying |
Strike price |
Expiration date |
Option type |
7.900EUR |
-3.07% |
7.890 Bid Size: 30,000 |
7.920 Ask Size: 30,000 |
Danaher Corporation |
195.30 USD |
20/06/2025 |
Call |
Master data
WKN: |
SW3V96 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.30 USD |
Maturity: |
20/06/2025 |
Issue date: |
22/09/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
8.88:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.31 |
Intrinsic value: |
6.45 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
6.45 |
Time value: |
1.69 |
Break-even: |
254.27 |
Moneyness: |
1.31 |
Premium: |
0.06 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
0.37% |
Delta: |
0.84 |
Theta: |
-0.04 |
Omega: |
2.80 |
Rho: |
1.28 |
Quote data
Open: |
8.050 |
High: |
8.080 |
Low: |
7.900 |
Previous Close: |
8.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.30% |
1 Month |
|
|
-10.73% |
3 Months |
|
|
+4.36% |
YTD |
|
|
+23.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.170 |
7.320 |
1M High / 1M Low: |
9.210 |
7.320 |
6M High / 6M Low: |
9.270 |
5.600 |
High (YTD): |
22/05/2024 |
9.270 |
Low (YTD): |
15/01/2024 |
5.600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.840 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.624 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.07% |
Volatility 6M: |
|
64.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |