Soc. Generale Call 200 DHR 20.12.2024
/ DE000SU0F1A7
Soc. Generale Call 200 DHR 20.12..../ DE000SU0F1A7 /
2024-09-20 9:35:44 PM |
Chg.-0.350 |
Bid9:59:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.790EUR |
-4.90% |
6.730 Bid Size: 1,000 |
- Ask Size: - |
Danaher Corporation |
200.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU0F1A |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.66 |
Intrinsic value: |
6.51 |
Implied volatility: |
0.42 |
Historic volatility: |
0.20 |
Parity: |
6.51 |
Time value: |
0.26 |
Break-even: |
246.86 |
Moneyness: |
1.36 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.04 |
Omega: |
3.43 |
Rho: |
0.41 |
Quote data
Open: |
6.910 |
High: |
7.030 |
Low: |
6.600 |
Previous Close: |
7.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.72% |
1 Month |
|
|
+4.30% |
3 Months |
|
|
+17.07% |
YTD |
|
|
+41.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.140 |
6.700 |
1M High / 1M Low: |
7.140 |
6.110 |
6M High / 6M Low: |
7.890 |
4.290 |
High (YTD): |
2024-08-01 |
7.890 |
Low (YTD): |
2024-01-15 |
4.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.894 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.609 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.041 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.00% |
Volatility 6M: |
|
83.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |