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Soc. Generale Call 220 DHR 20.06..../  DE000SU0F1P5  /

Frankfurt Zert./SG
2024-05-27  3:46:46 PM Chg.-0.150 Bid4:08:16 PM Ask4:08:16 PM Underlying Strike price Expiration date Option type
5.910EUR -2.48% 5.930
Bid Size: 3,000		 6.090
Ask Size: 3,000		 Danaher Corporation 220.00 USD 2025-06-20 Call
 

Master data

WKN: SU0F1P
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2025-06-20
Issue date: 2023-10-09
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 5.10
Intrinsic value: 3.94
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 3.94
Time value: 2.12
Break-even: 263.43
Moneyness: 1.19
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.33%
Delta: 0.78
Theta: -0.05
Omega: 3.13
Rho: 1.38
 

Quote data

Open: 5.990
High: 6.030
Low: 5.910
Previous Close: 6.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.37%
1 Month  
+17.03%
3 Months  
+2.96%
YTD  
+39.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.430 5.990
1M High / 1M Low: 6.430 4.860
6M High / 6M Low: 6.430 3.580
High (YTD): 2024-05-22 6.430
Low (YTD): 2024-01-15 3.580
52W High: - -
52W Low: - -
Avg. price 1W:   6.242
Avg. volume 1W:   0.000
Avg. price 1M:   5.571
Avg. volume 1M:   0.000
Avg. price 6M:   4.832
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.16%
Volatility 6M:   72.66%
Volatility 1Y:   -
Volatility 3Y:   -