OverviewChartNewsTraderScreen

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

EUWAX
2024-05-28  11:48:19 AM Chg.+0.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.44EUR +1.67% -
Bid Size: -		 -
Ask Size: -		 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: 10.98
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 2.39
Implied volatility: 0.21
Historic volatility: 0.20
Parity: 2.39
Time value: 0.09
Break-even: 242.70
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.04
Omega: 10.56
Rho: 0.14
 

Quote data

Open: 2.44
High: 2.44
Low: 2.44
Previous Close: 2.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.44%
1 Month  
+84.85%
3 Months
  -9.29%
YTD  
+41.86%
1 Year  
+48.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.92 2.40
1M High / 1M Low: 2.92 1.31
6M High / 6M Low: 2.92 0.99
High (YTD): 2024-05-21 2.92
Low (YTD): 2024-04-23 0.99
52W High: 2024-05-21 2.92
52W Low: 2023-10-30 0.45
Avg. price 1W:   2.69
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.84
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   185.79%
Volatility 6M:   218.69%
Volatility 1Y:   198.94%
Volatility 3Y:   -