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

Frankfurt Zert./SG
2024-05-24  9:48:01 PM Chg.+0.050 Bid8:26:23 AM Ask8:26:23 AM Underlying Strike price Expiration date Option type
5.090EUR +0.99% 5.040
Bid Size: 3,000
5.170
Ask Size: 3,000
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: 4.74
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 1.18
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 1.18
Time value: 3.93
Break-even: 281.59
Moneyness: 1.05
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.59%
Delta: 0.68
Theta: -0.04
Omega: 3.23
Rho: 1.78
 

Quote data

Open: 5.000
High: 5.090
Low: 5.000
Previous Close: 5.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.09%
1 Month  
+20.90%
3 Months  
+7.84%
YTD  
+50.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.430 5.040
1M High / 1M Low: 5.430 4.060
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:   5.270
Avg. volume 1W:   0.000
Avg. price 1M:   4.660
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -