Soc. Generale Call 220 DHR 21.03.2025
/ DE000SU0F1K6
Soc. Generale Call 220 DHR 21.03..../ DE000SU0F1K6 /
| 2024-06-25 9:51:36 PM |
Chg.-0.220 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.720EUR |
-4.45% |
4.730
Bid Size: 1,000 |
4.750
Ask Size: 1,000 |
Danaher Corporation |
220.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SU0F1K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.29 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
3.43 |
| Time value: |
1.52 |
| Break-even: |
254.49 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
3.78 |
| Rho: |
1.01 |
Quote data
| Open: |
4.910 |
| High: |
4.930 |
| Low: |
4.720 |
| Previous Close: |
4.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.98% |
| 1 Month |
|
|
-14.80% |
| 3 Months |
|
|
+1.51% |
| YTD |
|
|
+20.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.020 |
4.310 |
| 1M High / 1M Low: |
5.870 |
4.310 |
| 6M High / 6M Low: |
5.990 |
3.250 |
| High (YTD): |
2024-05-22 |
5.990 |
| Low (YTD): |
2024-01-15 |
3.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.699 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.62% |
| Volatility 6M: |
|
85.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
