OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
6/25/2024  2:17:20 PM Chg.-0.100 Bid2:20:08 PM Ask2:20:08 PM Underlying Strike price Expiration date Option type
8.050EUR -1.23% 8.050
Bid Size: 1,000		 8.250
Ask Size: 1,000		 Danaher Corporation 195.30 USD 6/20/2025 Call
 

Master data

WKN: SW3V96
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 195.30 USD
Maturity: 6/20/2025
Issue date: 9/22/2023
Last trading day: 6/19/2025
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: 8.050
Low: 8.000
Previous Close: 8.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.47%
1 Month
  -9.04%
3 Months  
+6.34%
YTD  
+25.78%
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): 5/22/2024 9.270
Low (YTD): 1/15/2024 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:   -