Soc. Generale Call 248.56 DHR 21.06.2024
/ DE000SH8H745
Soc. Generale Call 248.56 DHR 21..../ DE000SH8H745 /
| 2024-05-28 9:49:10 PM |
Chg.-0.330 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-20.25% |
1.370
Bid Size: 2,200 |
1.390
Ask Size: 2,200 |
Danaher Corporation |
248.56 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SH8H74 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
248.56 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-04-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
8.88:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
1.47 |
| Time value: |
0.21 |
| Break-even: |
243.77 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
13.63 |
| Rho: |
0.12 |
Quote data
| Open: |
1.700 |
| High: |
1.700 |
| Low: |
1.280 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.97% |
| 1 Month |
|
|
+36.84% |
| 3 Months |
|
|
-40.64% |
| YTD |
|
|
+3.17% |
| 1 Year |
|
|
-2.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
1.630 |
| 1M High / 1M Low: |
2.210 |
0.820 |
| 6M High / 6M Low: |
2.210 |
0.690 |
| High (YTD): |
2024-05-22 |
2.210 |
| Low (YTD): |
2024-04-22 |
0.690 |
| 52W High: |
2023-08-31 |
2.290 |
| 52W Low: |
2023-10-30 |
0.340 |
| Avg. price 1W: |
|
1.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.337 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
232.57% |
| Volatility 6M: |
|
227.37% |
| Volatility 1Y: |
|
206.41% |
| Volatility 3Y: |
|
- |
