OverviewChartNewsTraderScreen

Soc. Generale Call 239.68 DHR 21..../  DE000SH82FN2  /

Frankfurt Zert./SG
2024-05-30  7:55:44 PM Chg.-0.330 Bid8:21:26 PM Ask8:21:26 PM Underlying Strike price Expiration date Option type
1.620EUR -16.92% 1.590
Bid Size: 30,000		 1.610
Ask Size: 30,000		 Danaher Corporation 239.68 USD 2024-06-21 Call
 

Master data

WKN: SH82FN
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 239.68 USD
Maturity: 2024-06-21
Issue date: 2022-04-25
Last trading day: 2024-06-20
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 14.19
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.69
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 1.69
Time value: 0.19
Break-even: 238.60
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.08%
Delta: 0.86
Theta: -0.10
Omega: 12.18
Rho: 0.11
 

Quote data

Open: 1.730
High: 1.730
Low: 1.300
Previous Close: 1.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.68%
1 Month  
+14.89%
3 Months
  -40.22%
YTD
  -4.71%
1 Year  
+16.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 1.950
1M High / 1M Low: 3.040 1.350
6M High / 6M Low: 3.040 1.090
High (YTD): 2024-05-20 3.040
Low (YTD): 2024-04-22 1.090
52W High: 2024-05-20 3.040
52W Low: 2023-10-30 0.450
Avg. price 1W:   2.294
Avg. volume 1W:   0.000
Avg. price 1M:   2.141
Avg. volume 1M:   0.000
Avg. price 6M:   1.899
Avg. volume 6M:   0.000
Avg. price 1Y:   1.762
Avg. volume 1Y:   0.000
Volatility 1M:   180.94%
Volatility 6M:   200.41%
Volatility 1Y:   185.56%
Volatility 3Y:   -