OverviewChartNewsTraderScreen

Soc. Generale Call 217.49 DHR 17..../  DE000SV66CG7  /

Frankfurt Zert./SG
2024-06-06  7:58:56 PM Chg.+0.020 Bid8:18:13 PM Ask8:18:13 PM Underlying Strike price Expiration date Option type
6.360EUR +0.32% 6.390
Bid Size: 30,000		 6.420
Ask Size: 30,000		 Danaher Corporation 217.49 USD 2025-01-17 Call
 

Master data

WKN: SV66CG
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 217.49 USD
Maturity: 2025-01-17
Issue date: 2023-06-07
Last trading day: 2025-01-16
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 5.85
Intrinsic value: 5.21
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 5.21
Time value: 1.24
Break-even: 257.29
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.47%
Delta: 0.84
Theta: -0.05
Omega: 3.60
Rho: 0.92
 

Quote data

Open: 6.310
High: 6.400
Low: 6.130
Previous Close: 6.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.94%
1 Month  
+32.78%
3 Months  
+12.37%
YTD  
+47.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.340 5.050
1M High / 1M Low: 6.460 4.790
6M High / 6M Low: 6.460 3.520
High (YTD): 2024-05-22 6.460
Low (YTD): 2024-01-15 3.530
52W High: - -
52W Low: - -
Avg. price 1W:   5.696
Avg. volume 1W:   0.000
Avg. price 1M:   5.689
Avg. volume 1M:   0.000
Avg. price 6M:   4.934
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.29%
Volatility 6M:   83.22%
Volatility 1Y:   -
Volatility 3Y:   -