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Soc. Generale Call 257.44 DHR 20..../  DE000SH8BDR9  /

Frankfurt Zert./SG
9/26/2024  9:42:45 PM Chg.+0.670 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
2.800EUR +31.46% 2.870
Bid Size: 1,100		 2.900
Ask Size: 1,100		 Danaher Corporation 257.44 USD 12/20/2024 Call
 

Master data

WKN: SH8BDR
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 257.44 USD
Maturity: 12/20/2024
Issue date: 4/1/2022
Last trading day: 12/19/2024
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 12.26
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 1.06
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.06
Time value: 1.15
Break-even: 250.93
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 1.38%
Delta: 0.66
Theta: -0.09
Omega: 8.07
Rho: 0.32
 

Quote data

Open: 2.180
High: 2.800
Low: 2.180
Previous Close: 2.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month  
+14.75%
3 Months  
+39.30%
YTD  
+42.86%
1 Year  
+33.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.900 2.130
1M High / 1M Low: 2.910 2.090
6M High / 6M Low: 3.690 1.140
High (YTD): 8/1/2024 3.690
Low (YTD): 7/4/2024 1.140
52W High: 8/1/2024 3.690
52W Low: 10/30/2023 0.730
Avg. price 1W:   2.582
Avg. volume 1W:   0.000
Avg. price 1M:   2.513
Avg. volume 1M:   0.000
Avg. price 6M:   2.315
Avg. volume 6M:   0.000
Avg. price 1Y:   2.104
Avg. volume 1Y:   1.445
Volatility 1M:   134.33%
Volatility 6M:   160.45%
Volatility 1Y:   148.06%
Volatility 3Y:   -