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Soc. Generale Call 230.81 DHR 17..../  DE000SQ6YBM9  /

Frankfurt Zert./SG
25/06/2024  12:11:53 Chg.-0.110 Bid12:19:12 Ask12:19:12 Underlying Strike price Expiration date Option type
4.160EUR -2.58% 4.160
Bid Size: 1,000		 4.280
Ask Size: 1,000		 Danaher Corporation 230.81 USD 17/01/2025 Call
 

Master data

WKN: SQ6YBM
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 230.81 USD
Maturity: 17/01/2025
Issue date: 03/01/2023
Last trading day: 16/01/2025
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 6.34
Leverage: Yes

Calculated values

Fair value: 3.69
Intrinsic value: 2.72
Implied volatility: 0.30
Historic volatility: 0.21
Parity: 2.72
Time value: 1.53
Break-even: 252.81
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.75
Theta: -0.06
Omega: 4.75
Rho: 0.80
 

Quote data

Open: 4.200
High: 4.200
Low: 4.160
Previous Close: 4.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.37%
1 Month
  -15.79%
3 Months  
+2.21%
YTD  
+19.88%
1 Year  
+44.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.350 3.600
1M High / 1M Low: 5.280 3.600
6M High / 6M Low: 5.340 2.770
High (YTD): 22/05/2024 5.340
Low (YTD): 15/01/2024 2.770
52W High: 22/05/2024 5.340
52W Low: 30/10/2023 1.450
Avg. price 1W:   4.050
Avg. volume 1W:   0.000
Avg. price 1M:   4.488
Avg. volume 1M:   0.000
Avg. price 6M:   4.132
Avg. volume 6M:   0.000
Avg. price 1Y:   3.639
Avg. volume 1Y:   0.000
Volatility 1M:   125.19%
Volatility 6M:   100.79%
Volatility 1Y:   103.16%
Volatility 3Y:   -