Soc. Generale Call 260 DHR 19.09.2025
/ DE000SU0RLE6
Soc. Generale Call 260 DHR 19.09..../ DE000SU0RLE6 /
20/09/2024 21:40:16 |
Chg.-0.210 |
Bid21:59:34 |
Ask21:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
3.870EUR |
-5.15% |
3.790 Bid Size: 1,000 |
3.810 Ask Size: 1,000 |
Danaher Corporation |
260.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
SU0RLE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
13/10/2023 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.99 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
1.13 |
Time value: |
2.70 |
Break-even: |
271.21 |
Moneyness: |
1.05 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.52% |
Delta: |
0.66 |
Theta: |
-0.05 |
Omega: |
4.23 |
Rho: |
1.23 |
Quote data
Open: |
4.000 |
High: |
4.070 |
Low: |
3.800 |
Previous Close: |
4.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.76% |
1 Month |
|
|
+4.03% |
3 Months |
|
|
+24.04% |
YTD |
|
|
+43.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.110 |
3.790 |
1M High / 1M Low: |
4.110 |
3.440 |
6M High / 6M Low: |
4.620 |
2.110 |
High (YTD): |
01/08/2024 |
4.620 |
Low (YTD): |
04/07/2024 |
2.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.775 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.369 |
Avg. volume 6M: |
|
284.375 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.94% |
Volatility 6M: |
|
108.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |