Soc. Generale Call 240 DHR 20.09.2024
/ DE000SU0F079
Soc. Generale Call 240 DHR 20.09..../ DE000SU0F079 /
| 2024-06-20 9:51:26 AM |
Chg.-0.20 |
Bid3:48:38 PM |
Ask3:48:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
-8.47% |
1.93
Bid Size: 45,000 |
1.94
Ask Size: 45,000 |
Danaher Corporation |
240.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0F07 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
1.63 |
| Time value: |
0.55 |
| Break-even: |
245.12 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
8.59 |
| Rho: |
0.42 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.94% |
| 1 Month |
|
|
-30.10% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
+4.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.17 |
| 1M High / 1M Low: |
3.24 |
2.11 |
| 6M High / 6M Low: |
3.24 |
1.48 |
| High (YTD): |
2024-05-23 |
3.24 |
| Low (YTD): |
2024-01-15 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.84% |
| Volatility 6M: |
|
155.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
