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Soc. Generale Call 221.93 DHR 21..../  DE000SH859G8  /

Frankfurt Zert./SG
2024-05-27  9:49:03 AM Chg.-0.010 Bid9:48:09 PM Ask- Underlying Strike price Expiration date Option type
4.140EUR -0.24% 4.130
Bid Size: 2,000		 -
Ask Size: -		 Danaher Corporation 221.93 USD 2024-06-21 Call
 

Master data

WKN: SH859G
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 221.93 USD
Maturity: 2024-06-21
Issue date: 2022-04-27
Last trading day: 2024-06-20
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 6.33
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 4.24
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 4.24
Time value: 0.07
Break-even: 242.89
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.03
Omega: 6.25
Rho: 0.14
 

Quote data

Open: 4.140
High: 4.140
Low: 4.140
Previous Close: 4.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.61%
1 Month  
+47.86%
3 Months  
+8.38%
YTD  
+52.21%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.750 4.150
1M High / 1M Low: 4.750 2.760
6M High / 6M Low: 4.750 1.940
High (YTD): 2024-05-23 4.750
Low (YTD): 2024-01-16 1.950
52W High: 2024-05-23 4.750
52W Low: 2023-10-31 0.810
Avg. price 1W:   4.544
Avg. volume 1W:   0.000
Avg. price 1M:   3.599
Avg. volume 1M:   0.000
Avg. price 6M:   3.064
Avg. volume 6M:   0.000
Avg. price 1Y:   2.715
Avg. volume 1Y:   0.000
Volatility 1M:   123.26%
Volatility 6M:   164.41%
Volatility 1Y:   156.60%
Volatility 3Y:   -