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Soc. Generale Call 213.05 DHR 20..../  DE000SN2PLT3  /

EUWAX
2024-09-27  9:00:23 AM Chg.+0.91 Bid11:37:24 AM Ask11:37:24 AM Underlying Strike price Expiration date Option type
6.74EUR +15.61% 6.75
Bid Size: 1,000		 -
Ask Size: -		 Danaher Corporation 213.05 USD 2024-12-20 Call
 

Master data

WKN: SN2PLT
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 213.05 USD
Maturity: 2024-12-20
Issue date: 2022-05-30
Last trading day: 2024-12-19
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 4.14
Leverage: Yes

Calculated values

Fair value: 6.60
Intrinsic value: 6.44
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 6.44
Time value: 0.30
Break-even: 250.47
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.05
Omega: 3.90
Rho: 0.40
 

Quote data

Open: 6.74
High: 6.74
Low: 6.74
Previous Close: 5.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.59%
1 Month  
+13.47%
3 Months  
+29.62%
YTD  
+55.66%
1 Year  
+57.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.57 5.83
1M High / 1M Low: 6.59 5.54
6M High / 6M Low: 7.40 3.80
High (YTD): 2024-08-02 7.40
Low (YTD): 2024-01-15 3.51
52W High: 2024-08-02 7.40
52W Low: 2023-10-30 1.95
Avg. price 1W:   6.25
Avg. volume 1W:   0.00
Avg. price 1M:   6.11
Avg. volume 1M:   0.00
Avg. price 6M:   5.55
Avg. volume 6M:   0.00
Avg. price 1Y:   4.88
Avg. volume 1Y:   15.63
Volatility 1M:   71.62%
Volatility 6M:   99.48%
Volatility 1Y:   100.01%
Volatility 3Y:   -