Soc. Generale Call 250 DHR 17.01.2025
/ DE000SU2W9T7
Soc. Generale Call 250 DHR 17.01..../ DE000SU2W9T7 /
| 6/25/2024 8:59:52 AM |
Chg.-0.030 |
Bid9:23:27 AM |
Ask9:23:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-1.17% |
2.520
Bid Size: 1,200 |
2.640
Ask Size: 1,200 |
Danaher Corporation |
250.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SU2W9T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/29/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.63 |
| Time value: |
1.94 |
| Break-even: |
258.64 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
5.85 |
| Rho: |
0.70 |
Quote data
| Open: |
2.530 |
| High: |
2.530 |
| Low: |
2.530 |
| Previous Close: |
2.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-18.12% |
| 3 Months |
|
|
-0.39% |
| YTD |
|
|
+14.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.090 |
| 1M High / 1M Low: |
3.360 |
2.090 |
| 6M High / 6M Low: |
3.480 |
1.670 |
| High (YTD): |
5/22/2024 |
3.480 |
| Low (YTD): |
1/15/2024 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.96% |
| Volatility 6M: |
|
120.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
