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Soc. Generale Call 220 DHR 20.12..../  DE000SU0F1B5  /

Frankfurt Zert./SG
6/17/2024  7:11:23 PM Chg.+0.030 Bid7:16:28 PM Ask7:16:28 PM Underlying Strike price Expiration date Option type
4.300EUR +0.70% 4.310
Bid Size: 35,000		 4.330
Ask Size: 35,000		 Danaher Corporation 220.00 USD 12/20/2024 Call
 

Master data

WKN: SU0F1B
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/20/2024
Issue date: 10/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 3.85
Intrinsic value: 3.26
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 3.26
Time value: 1.08
Break-even: 248.96
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.80
Theta: -0.06
Omega: 4.37
Rho: 0.74
 

Quote data

Open: 4.250
High: 4.340
Low: 4.220
Previous Close: 4.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.15%
1 Month
  -17.47%
3 Months
  -1.15%
YTD  
+20.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.190 4.220
1M High / 1M Low: 5.430 4.160
6M High / 6M Low: 5.430 2.870
High (YTD): 5/22/2024 5.430
Low (YTD): 1/15/2024 2.870
52W High: - -
52W Low: - -
Avg. price 1W:   4.716
Avg. volume 1W:   0.000
Avg. price 1M:   4.903
Avg. volume 1M:   0.000
Avg. price 6M:   4.192
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.09%
Volatility 6M:   93.11%
Volatility 1Y:   -
Volatility 3Y:   -