Soc. Generale Call 240 DHR 20.09.2024
/ DE000SU0F079
Soc. Generale Call 240 DHR 20.09..../ DE000SU0F079 /
| 2024-06-06 9:49:13 PM |
Chg.+0.030 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.230EUR |
+0.94% |
3.240
Bid Size: 3,000 |
3.260
Ask Size: 3,000 |
Danaher Corporation |
240.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0F07 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
2.56 |
| Time value: |
0.71 |
| Break-even: |
253.41 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
6.02 |
| Rho: |
0.48 |
Quote data
| Open: |
3.170 |
| High: |
3.290 |
| Low: |
3.070 |
| Previous Close: |
3.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.36% |
| 1 Month |
|
|
+62.31% |
| 3 Months |
|
|
+11.00% |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.200 |
2.120 |
| 1M High / 1M Low: |
3.280 |
1.990 |
| 6M High / 6M Low: |
3.280 |
1.480 |
| High (YTD): |
2024-05-20 |
3.280 |
| Low (YTD): |
2024-01-15 |
1.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.14% |
| Volatility 6M: |
|
138.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
