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Soc. Generale Call 230.81 DHR 17..../  DE000SQ6YBM9  /

Frankfurt Zert./SG
2024-06-06  9:39:35 PM Chg.+0.040 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
5.280EUR +0.76% 5.250
Bid Size: 2,000		 5.270
Ask Size: 2,000		 Danaher Corporation 230.81 USD 2025-01-17 Call
 

Master data

WKN: SQ6YBM
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 230.81 USD
Maturity: 2025-01-17
Issue date: 2023-01-03
Last trading day: 2025-01-16
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 5.25
Leverage: Yes

Calculated values

Fair value: 4.66
Intrinsic value: 3.84
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 3.84
Time value: 1.44
Break-even: 259.15
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.38%
Delta: 0.79
Theta: -0.05
Omega: 4.16
Rho: 0.91
 

Quote data

Open: 5.180
High: 5.290
Low: 5.010
Previous Close: 5.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.34%
1 Month  
+39.31%
3 Months  
+12.82%
YTD  
+52.16%
1 Year  
+93.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.240 4.020
1M High / 1M Low: 5.340 3.790
6M High / 6M Low: 5.340 2.770
High (YTD): 2024-05-22 5.340
Low (YTD): 2024-01-15 2.770
52W High: 2024-05-22 5.340
52W Low: 2023-10-30 1.450
Avg. price 1W:   4.620
Avg. volume 1W:   0.000
Avg. price 1M:   4.604
Avg. volume 1M:   0.000
Avg. price 6M:   3.993
Avg. volume 6M:   0.000
Avg. price 1Y:   3.556
Avg. volume 1Y:   0.000
Volatility 1M:   87.78%
Volatility 6M:   94.55%
Volatility 1Y:   102.81%
Volatility 3Y:   -