Soc. Generale Call 105 DVA 20.09.2024
/ DE000SQ3HB59
Soc. Generale Call 105 DVA 20.09..../ DE000SQ3HB59 /
| 2024-06-14 9:22:15 AM |
Chg.-0.19 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
-5.46% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ3HB5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-10-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.38 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
3.38 |
| Time value: |
0.22 |
| Break-even: |
134.09 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.37 |
| Rho: |
0.23 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
3.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.95% |
| 1 Month |
|
|
+10.03% |
| 3 Months |
|
|
+0.30% |
| YTD |
|
|
+133.33% |
| 1 Year |
|
|
+140.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.48 |
3.21 |
| 1M High / 1M Low: |
3.85 |
2.68 |
| 6M High / 6M Low: |
3.85 |
1.30 |
| High (YTD): |
2024-06-03 |
3.85 |
| Low (YTD): |
2024-01-24 |
1.30 |
| 52W High: |
2024-06-03 |
3.85 |
| 52W Low: |
2023-10-13 |
0.38 |
| Avg. price 1W: |
|
3.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.90 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.97% |
| Volatility 6M: |
|
101.66% |
| Volatility 1Y: |
|
125.14% |
| Volatility 3Y: |
|
- |
