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Soc. Generale Call 250 DHR 19.12..../  DE000SU50SC8  /

Frankfurt Zert./SG
2024-09-27  9:45:32 AM Chg.+0.020 Bid10:38:52 AM Ask10:38:52 AM Underlying Strike price Expiration date Option type
5.000EUR +0.40% 5.060
Bid Size: 1,000		 5.190
Ask Size: 1,000		 Danaher Corporation 250.00 USD 2025-12-19 Call
 

Master data

WKN: SU50SC
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-19
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 4.14
Intrinsic value: 2.41
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 2.41
Time value: 2.66
Break-even: 274.38
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.72
Theta: -0.04
Omega: 3.53
Rho: 1.58
 

Quote data

Open: 5.030
High: 5.030
Low: 5.000
Previous Close: 4.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.52%
1 Month  
+7.99%
3 Months  
+19.90%
YTD  
+47.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.980 4.400
1M High / 1M Low: 5.110 4.320
6M High / 6M Low: 5.910 3.210
High (YTD): 2024-08-01 5.910
Low (YTD): 2024-01-15 2.860
52W High: - -
52W Low: - -
Avg. price 1W:   4.800
Avg. volume 1W:   0.000
Avg. price 1M:   4.750
Avg. volume 1M:   0.000
Avg. price 6M:   4.519
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.00%
Volatility 6M:   89.51%
Volatility 1Y:   -
Volatility 3Y:   -