Soc. Generale Call 220 DHR 17.01..../  DE000SU0F1F6  /

Frankfurt Zert./SG
2024-05-23  6:49:34 PM Chg.-0.200 Bid8:03:55 PM Ask8:03:55 PM Underlying Strike price Expiration date Option type
5.410EUR -3.57% 5.290
Bid Size: 35,000
5.310
Ask Size: 35,000
Danaher Corporation 220.00 USD 2025-01-17 Call
 

Master data

WKN: SU0F1F
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 5.01
Intrinsic value: 4.36
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 4.36
Time value: 1.22
Break-even: 259.03
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.83
Theta: -0.05
Omega: 3.65
Rho: 0.97
 

Quote data

Open: 5.540
High: 5.550
Low: 5.320
Previous Close: 5.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.27%
1 Month  
+15.35%
3 Months  
+8.20%
YTD  
+47.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.610 5.290
1M High / 1M Low: 5.610 4.030
6M High / 6M Low: 5.610 2.980
High (YTD): 2024-05-22 5.610
Low (YTD): 2024-01-15 2.980
52W High: - -
52W Low: - -
Avg. price 1W:   5.442
Avg. volume 1W:   0.000
Avg. price 1M:   4.607
Avg. volume 1M:   0.000
Avg. price 6M:   4.091
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.06%
Volatility 6M:   82.98%
Volatility 1Y:   -
Volatility 3Y:   -