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Soc. Generale Call 195.3 DHR 20.0.../  DE000SW3V961  /

Frankfurt Zert./SG
2024-05-27  8:47:54 AM Chg.-0.130 Bid9:07:29 AM Ask9:07:29 AM Underlying Strike price Expiration date Option type
8.720EUR -1.47% 8.700
Bid Size: 2,000		 8.960
Ask Size: 2,000		 Danaher Corporation 195.30 USD 2025-06-20 Call
 

Master data

WKN: SW3V96
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 195.30 USD
Maturity: 2025-06-20
Issue date: 2023-09-22
Last trading day: 2025-06-19
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 7.92
Intrinsic value: 7.01
Implied volatility: 0.39
Historic volatility: 0.20
Parity: 7.01
Time value: 1.84
Break-even: 258.65
Moneyness: 1.35
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.34%
Delta: 0.85
Theta: -0.04
Omega: 2.62
Rho: 1.36
 

Quote data

Open: 8.720
High: 8.720
Low: 8.720
Previous Close: 8.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.83%
1 Month  
+14.59%
3 Months  
+4.56%
YTD  
+36.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.270 8.760
1M High / 1M Low: 9.270 7.410
6M High / 6M Low: 9.270 5.560
High (YTD): 2024-05-22 9.270
Low (YTD): 2024-01-15 5.600
52W High: - -
52W Low: - -
Avg. price 1W:   9.064
Avg. volume 1W:   0.000
Avg. price 1M:   8.252
Avg. volume 1M:   0.000
Avg. price 6M:   7.223
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.08%
Volatility 6M:   60.03%
Volatility 1Y:   -
Volatility 3Y:   -