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Soc. Generale Put 240 DHR 20.12.2.../  DE000SU2V4F8  /

EUWAX
2024-06-25  8:11:09 AM Chg.-0.090 Bid5:17:54 PM Ask5:17:54 PM Underlying Strike price Expiration date Option type
0.840EUR -9.68% 0.900
Bid Size: 90,000		 0.920
Ask Size: 90,000		 Danaher Corporation 240.00 USD 2024-12-20 Put
 

Master data

WKN: SU2V4F
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.19
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.56
Time value: 0.88
Break-even: 214.83
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 2.33%
Delta: -0.29
Theta: -0.03
Omega: -7.87
Rho: -0.38
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+2.44%
3 Months
  -30.58%
YTD
  -61.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.900
1M High / 1M Low: 1.110 0.650
6M High / 6M Low: 2.580 0.650
High (YTD): 2024-01-17 2.580
Low (YTD): 2024-06-07 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   1.473
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.27%
Volatility 6M:   128.95%
Volatility 1Y:   -
Volatility 3Y:   -