Soc. Generale Call 105 DVA 20.12.2024
/ DE000SQ8JTY3
Soc. Generale Call 105 DVA 20.12..../ DE000SQ8JTY3 /
| 14/06/2024 08:39:09 |
Chg.-0.03 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
-0.80% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
105.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SQ8JTY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.38 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
3.38 |
| Time value: |
0.58 |
| Break-even: |
137.69 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
1.80% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
2.85 |
| Rho: |
0.38 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.63% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+3.91% |
| YTD |
|
|
+122.75% |
| 1 Year |
|
|
+138.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.80 |
3.56 |
| 1M High / 1M Low: |
4.18 |
3.04 |
| 6M High / 6M Low: |
4.18 |
1.58 |
| High (YTD): |
03/06/2024 |
4.18 |
| Low (YTD): |
24/01/2024 |
1.58 |
| 52W High: |
03/06/2024 |
4.18 |
| 52W Low: |
12/10/2023 |
0.51 |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.96% |
| Volatility 6M: |
|
89.93% |
| Volatility 1Y: |
|
112.48% |
| Volatility 3Y: |
|
- |
