OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
6/17/2024  6:57:31 PM Chg.+0.060 Bid7:18:38 PM Ask7:18:38 PM Underlying Strike price Expiration date Option type
4.170EUR +1.46% 4.160
Bid Size: 35,000		 4.180
Ask Size: 35,000		 Danaher Corporation 230.81 USD 1/17/2025 Call
 

Master data

WKN: SQ6YBM
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 230.81 USD
Maturity: 1/17/2025
Issue date: 1/3/2023
Last trading day: 1/16/2025
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 6.41
Leverage: Yes

Calculated values

Fair value: 3.56
Intrinsic value: 2.53
Implied volatility: 0.31
Historic volatility: 0.21
Parity: 2.53
Time value: 1.65
Break-even: 252.78
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.48%
Delta: 0.74
Theta: -0.06
Omega: 4.72
Rho: 0.81
 

Quote data

Open: 4.090
High: 4.190
Low: 4.060
Previous Close: 4.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.59%
1 Month
  -18.40%
3 Months
  -2.11%
YTD  
+20.17%
1 Year  
+34.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.060 4.090
1M High / 1M Low: 5.340 4.020
6M High / 6M Low: 5.340 2.770
High (YTD): 5/22/2024 5.340
Low (YTD): 1/15/2024 2.770
52W High: 5/22/2024 5.340
52W Low: 10/30/2023 1.450
Avg. price 1W:   4.576
Avg. volume 1W:   0.000
Avg. price 1M:   4.791
Avg. volume 1M:   0.000
Avg. price 6M:   4.099
Avg. volume 6M:   0.000
Avg. price 1Y:   3.612
Avg. volume 1Y:   0.000
Volatility 1M:   109.28%
Volatility 6M:   97.19%
Volatility 1Y:   102.53%
Volatility 3Y:   -