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Soc. Generale Call 220 DHR 21.03..../  DE000SU0F1K6  /

Frankfurt Zert./SG
2024-05-24  9:47:37 PM Chg.+0.070 Bid8:39:50 AM Ask8:39:50 AM Underlying Strike price Expiration date Option type
5.540EUR +1.28% 5.480
Bid Size: 3,000		 5.630
Ask Size: 3,000		 Danaher Corporation 220.00 USD 2025-03-21 Call
 

Master data

WKN: SU0F1K
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2025-03-21
Issue date: 2023-10-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.37
Leverage: Yes

Calculated values

Fair value: 4.82
Intrinsic value: 3.94
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 3.94
Time value: 1.61
Break-even: 258.33
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.80
Theta: -0.05
Omega: 3.48
Rho: 1.12
 

Quote data

Open: 5.400
High: 5.540
Low: 5.400
Previous Close: 5.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.94%
1 Month  
+21.76%
3 Months  
+3.36%
YTD  
+40.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.990 5.470
1M High / 1M Low: 5.990 4.400
6M High / 6M Low: 5.990 3.250
High (YTD): 2024-05-22 5.990
Low (YTD): 2024-01-15 3.250
52W High: - -
52W Low: - -
Avg. price 1W:   5.746
Avg. volume 1W:   0.000
Avg. price 1M:   5.078
Avg. volume 1M:   0.000
Avg. price 6M:   4.434
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.89%
Volatility 6M:   79.07%
Volatility 1Y:   -
Volatility 3Y:   -