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Soc. Generale Call 220 DHR 20.12..../  DE000SU0F1B5  /

Frankfurt Zert./SG
2024-05-23  9:44:26 PM Chg.-0.470 Bid9:53:11 PM Ask9:53:11 PM Underlying Strike price Expiration date Option type
4.960EUR -8.66% 4.950
Bid Size: 35,000		 4.970
Ask Size: 35,000		 Danaher Corporation 220.00 USD 2024-12-20 Call
 

Master data

WKN: SU0F1B
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2023-10-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 4.92
Intrinsic value: 4.36
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 4.36
Time value: 1.07
Break-even: 257.53
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.37%
Delta: 0.83
Theta: -0.05
Omega: 3.79
Rho: 0.88
 

Quote data

Open: 5.380
High: 5.390
Low: 4.960
Previous Close: 5.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.50%
1 Month  
+8.77%
3 Months  
+2.06%
YTD  
+39.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.430 5.140
1M High / 1M Low: 5.430 3.850
6M High / 6M Low: 5.430 2.870
High (YTD): 2024-05-22 5.430
Low (YTD): 2024-01-15 2.870
52W High: - -
52W Low: - -
Avg. price 1W:   5.298
Avg. volume 1W:   0.000
Avg. price 1M:   4.452
Avg. volume 1M:   0.000
Avg. price 6M:   3.959
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.02%
Volatility 6M:   88.49%
Volatility 1Y:   -
Volatility 3Y:   -