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Soc. Generale Call 235.24 DHR 21..../  DE000SH79AE8  /

Frankfurt Zert./SG
2024-05-27  9:57:12 AM Chg.-0.220 Bid10:44:58 AM Ask- Underlying Strike price Expiration date Option type
2.800EUR -7.28% 2.800
Bid Size: 2,000		 -
Ask Size: -		 Danaher Corporation 235.24 USD 2024-06-21 Call
 

Master data

WKN: SH79AE
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 235.24 USD
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-20
Ratio: 8.88:1
Exercise type: American
Quanto: No
Gearing: 9.19
Leverage: Yes

Calculated values

Fair value: 2.93
Intrinsic value: 2.86
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 2.86
Time value: 0.11
Break-even: 243.26
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.06
Omega: 8.68
Rho: 0.14
 

Quote data

Open: 2.810
High: 2.810
Low: 2.800
Previous Close: 3.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+50.54%
3 Months
  -8.50%
YTD  
+45.08%
1 Year  
+57.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.540 2.890
1M High / 1M Low: 3.540 1.680
6M High / 6M Low: 3.540 1.330
High (YTD): 2024-05-22 3.540
Low (YTD): 2024-04-22 1.330
52W High: 2024-05-22 3.540
52W Low: 2023-10-30 0.520
Avg. price 1W:   3.276
Avg. volume 1W:   0.000
Avg. price 1M:   2.502
Avg. volume 1M:   0.000
Avg. price 6M:   2.172
Avg. volume 6M:   0.000
Avg. price 1Y:   1.994
Avg. volume 1Y:   0.000
Volatility 1M:   148.83%
Volatility 6M:   180.52%
Volatility 1Y:   173.82%
Volatility 3Y:   -