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Soc. Generale Call 100 DVA 20.12..../  DE000SQ62CG6  /

Frankfurt Zert./SG
9/20/2024  1:31:00 PM Chg.-0.180 Bid1:54:03 PM Ask- Underlying Strike price Expiration date Option type
5.570EUR -3.13% 5.560
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 100.00 USD 12/20/2024 Call
 

Master data

WKN: SQ62CG
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 12/20/2024
Issue date: 1/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 5.73
Intrinsic value: 5.66
Implied volatility: 0.53
Historic volatility: 0.30
Parity: 5.66
Time value: 0.11
Break-even: 147.31
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 2.48
Rho: 0.21
 

Quote data

Open: 5.390
High: 5.570
Low: 5.390
Previous Close: 5.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.80%
1 Month  
+24.05%
3 Months  
+32.94%
YTD  
+188.60%
1 Year  
+169.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.900 5.750
1M High / 1M Low: 5.900 4.490
6M High / 6M Low: 5.900 3.260
High (YTD): 9/16/2024 5.900
Low (YTD): 1/24/2024 1.820
52W High: 9/16/2024 5.900
52W Low: 10/13/2023 0.610
Avg. price 1W:   5.812
Avg. volume 1W:   0.000
Avg. price 1M:   5.080
Avg. volume 1M:   0.000
Avg. price 6M:   4.226
Avg. volume 6M:   0.000
Avg. price 1Y:   3.148
Avg. volume 1Y:   0.000
Volatility 1M:   63.69%
Volatility 6M:   76.69%
Volatility 1Y:   105.23%
Volatility 3Y:   -