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

Frankfurt Zert./SG
25/06/2024  15:16:46 Chg.-0.050 Bid15:20:21 Ask15:20:21 Underlying Strike price Expiration date Option type
4.490EUR -1.10% 4.510
Bid Size: 1,000
4.610
Ask Size: 1,000
Danaher Corporation 250.00 USD 19/12/2025 Call
 

Master data

WKN: SU50SC
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 19/12/2025
Issue date: 19/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.26
Leverage: Yes

Calculated values

Fair value: 3.39
Intrinsic value: 0.63
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 0.63
Time value: 3.92
Break-even: 278.44
Moneyness: 1.03
Premium: 0.16
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.66%
Delta: 0.66
Theta: -0.04
Omega: 3.45
Rho: 1.65
 

Quote data

Open: 4.500
High: 4.500
Low: 4.470
Previous Close: 4.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.54%
1 Month
  -11.79%
3 Months  
+8.98%
YTD  
+32.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.560 3.990
1M High / 1M Low: 5.390 3.990
6M High / 6M Low: 5.430 2.860
High (YTD): 22/05/2024 5.430
Low (YTD): 15/01/2024 2.860
52W High: - -
52W Low: - -
Avg. price 1W:   4.350
Avg. volume 1W:   0.000
Avg. price 1M:   4.733
Avg. volume 1M:   0.000
Avg. price 6M:   4.227
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.78%
Volatility 6M:   81.67%
Volatility 1Y:   -
Volatility 3Y:   -