Soc. Generale Call 220 DHR 21.03.2025
/ DE000SU0F1K6
Soc. Generale Call 220 DHR 21.03..../ DE000SU0F1K6 /
25/06/2024 13:28:45 |
Chg.-0.050 |
Bid14:30:11 |
Ask14:30:11 |
Underlying |
Strike price |
Expiration date |
Option type |
4.890EUR |
-1.01% |
4.880 Bid Size: 1,000 |
5.000 Ask Size: 1,000 |
Danaher Corporation |
220.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SU0F1K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
09/10/2023 |
Last trading day: |
20/03/2025 |
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: |
4.910 |
Low: |
4.860 |
Previous Close: |
4.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.59% |
1 Month |
|
|
-11.73% |
3 Months |
|
|
+5.16% |
YTD |
|
|
+24.43% |
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): |
22/05/2024 |
5.990 |
Low (YTD): |
15/01/2024 |
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: |
|
- |