Soc. Generale Call 100 DVA 20.12.2024
/ DE000SQ62CG6
Soc. Generale Call 100 DVA 20.12..../ DE000SQ62CG6 /
2024-06-05 9:54:47 AM |
Chg.-0.280 |
Bid2024-06-05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.130EUR |
-6.35% |
4.130 Bid Size: 4,000 |
- Ask Size: - |
DaVita Inc |
100.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ62CG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.41 |
Intrinsic value: |
4.18 |
Implied volatility: |
0.50 |
Historic volatility: |
0.31 |
Parity: |
4.18 |
Time value: |
0.47 |
Break-even: |
138.18 |
Moneyness: |
1.46 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.90 |
Theta: |
-0.03 |
Omega: |
2.57 |
Rho: |
0.40 |
Quote data
Open: |
4.200 |
High: |
4.200 |
Low: |
4.130 |
Previous Close: |
4.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.32% |
1 Month |
|
|
+7.83% |
3 Months |
|
|
+2.99% |
YTD |
|
|
+113.99% |
1 Year |
|
|
+107.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.820 |
4.410 |
1M High / 1M Low: |
4.820 |
3.510 |
6M High / 6M Low: |
4.820 |
1.820 |
High (YTD): |
2024-05-29 |
4.820 |
Low (YTD): |
2024-01-24 |
1.820 |
52W High: |
2024-05-29 |
4.820 |
52W Low: |
2023-10-13 |
0.610 |
Avg. price 1W: |
|
4.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.171 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.407 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
102.42% |
Volatility 6M: |
|
89.37% |
Volatility 1Y: |
|
110.20% |
Volatility 3Y: |
|
- |