Soc. Generale Call 250 DHR 19.12..../  DE000SU50SC8  /

Frankfurt Zert./SG
2024-06-06  7:01:12 PM Chg.-0.050 Bid7:47:28 PM Ask7:47:28 PM Underlying Strike price Expiration date Option type
5.290EUR -0.94% 5.330
Bid Size: 40,000
5.360
Ask Size: 40,000
Danaher Corporation 250.00 USD 2025-12-19 Call
 

Master data

WKN: SU50SC
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-19
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 4.05
Intrinsic value: 1.64
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 1.64
Time value: 3.77
Break-even: 284.01
Moneyness: 1.07
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.56%
Delta: 0.69
Theta: -0.04
Omega: 3.16
Rho: 1.80
 

Quote data

Open: 5.320
High: 5.380
Low: 5.220
Previous Close: 5.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month  
+29.98%
3 Months  
+14.25%
YTD  
+56.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.340 4.370
1M High / 1M Low: 5.430 4.070
6M High / 6M Low: - -
High (YTD): 2024-05-22 5.430
Low (YTD): 2024-01-15 2.860
52W High: - -
52W Low: - -
Avg. price 1W:   4.846
Avg. volume 1W:   0.000
Avg. price 1M:   4.817
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -