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Soc. Generale Call 250 DHR 17.01..../  DE000SU2W9T7  /

Frankfurt Zert./SG
2024-06-06  9:41:10 PM Chg.+0.040 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
3.360EUR +1.20% 3.340
Bid Size: 3,000		 3.360
Ask Size: 3,000		 Danaher Corporation 250.00 USD 2025-01-17 Call
 

Master data

WKN: SU2W9T
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.29
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 1.64
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.64
Time value: 1.74
Break-even: 263.71
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.60%
Delta: 0.70
Theta: -0.06
Omega: 5.08
Rho: 0.85
 

Quote data

Open: 3.290
High: 3.390
Low: 3.170
Previous Close: 3.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+46.09%
3 Months  
+10.89%
YTD  
+52.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.320 2.400
1M High / 1M Low: 3.480 2.290
6M High / 6M Low: 3.480 1.670
High (YTD): 2024-05-22 3.480
Low (YTD): 2024-01-15 1.670
52W High: - -
52W Low: - -
Avg. price 1W:   2.852
Avg. volume 1W:   0.000
Avg. price 1M:   2.863
Avg. volume 1M:   0.000
Avg. price 6M:   2.511
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.31%
Volatility 6M:   111.29%
Volatility 1Y:   -
Volatility 3Y:   -