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Soc. Generale Call 260 DHR 19.09..../  DE000SU0RLE6  /

Frankfurt Zert./SG
2024-05-23  9:38:37 PM Chg.-0.350 Bid9:45:07 PM Ask9:45:07 PM Underlying Strike price Expiration date Option type
3.780EUR -8.47% 3.760
Bid Size: 45,000		 3.790
Ask Size: 45,000		 Danaher Corporation 260.00 USD 2025-09-19 Call
 

Master data

WKN: SU0RLE
Issuer: Société Générale
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2025-09-19
Issue date: 2023-10-13
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 0.66
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.66
Time value: 3.51
Break-even: 281.88
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.72%
Delta: 0.65
Theta: -0.04
Omega: 3.88
Rho: 1.59
 

Quote data

Open: 4.150
High: 4.150
Low: 3.780
Previous Close: 4.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+8.00%
3 Months
  -0.79%
YTD  
+40.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.130 3.920
1M High / 1M Low: 4.130 2.900
6M High / 6M Low: 4.130 2.200
High (YTD): 2024-05-22 4.130
Low (YTD): 2024-01-15 2.200
52W High: - -
52W Low: - -
Avg. price 1W:   4.046
Avg. volume 1W:   0.000
Avg. price 1M:   3.363
Avg. volume 1M:   0.000
Avg. price 6M:   3.048
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.53%
Volatility 6M:   88.85%
Volatility 1Y:   -
Volatility 3Y:   -