Soc. Generale Call 200 DHR 20.09.2024
/ DE000SU0F053
Soc. Generale Call 200 DHR 20.09..../ DE000SU0F053 /
| 2024-06-14 9:56:50 AM |
Chg.-0.81 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.31EUR |
-13.24% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0F05 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
5.12 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
5.12 |
| Time value: |
0.36 |
| Break-even: |
241.63 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
4.00 |
| Rho: |
0.44 |
Quote data
| Open: |
5.31 |
| High: |
5.31 |
| Low: |
5.31 |
| Previous Close: |
6.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-11.20% |
| 3 Months |
|
|
-4.84% |
| YTD |
|
|
+20.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.18 |
5.31 |
| 1M High / 1M Low: |
6.53 |
5.18 |
| 6M High / 6M Low: |
6.53 |
3.62 |
| High (YTD): |
2024-05-23 |
6.53 |
| Low (YTD): |
2024-01-15 |
3.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.51% |
| Volatility 6M: |
|
89.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
