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Soc. Generale Call 240 DHR 20.09..../  DE000SU0F079  /

Frankfurt Zert./SG
2024-05-27  5:53:24 PM Chg.-0.090 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
2.830EUR -3.08% 2.830
Bid Size: 3,000		 2.940
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: 8.30
Leverage: Yes

Calculated values

Fair value: 2.63
Intrinsic value: 2.10
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 2.10
Time value: 0.82
Break-even: 250.47
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.69%
Delta: 0.77
Theta: -0.07
Omega: 6.38
Rho: 0.50
 

Quote data

Open: 2.850
High: 2.880
Low: 2.780
Previous Close: 2.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.72%
1 Month  
+36.06%
3 Months
  -5.35%
YTD  
+38.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.280 2.870
1M High / 1M Low: 3.280 1.970
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:   3.114
Avg. volume 1W:   0.000
Avg. price 1M:   2.542
Avg. volume 1M:   0.000
Avg. price 6M:   2.254
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.33%
Volatility 6M:   134.63%
Volatility 1Y:   -
Volatility 3Y:   -