Soc. Generale Call 105 DVA 21.06.2024
/ DE000SQ0VZC8
Soc. Generale Call 105 DVA 21.06..../ DE000SQ0VZC8 /
| 14/06/2024 08:58:50 |
Chg.-0.05 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
-1.62% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
105.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
SQ0VZC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
23/09/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
2.74 |
| Historic volatility: |
0.32 |
| Parity: |
2.69 |
| Time value: |
0.64 |
| Break-even: |
138.30 |
| Moneyness: |
1.26 |
| Premium: |
0.05 |
| Premium p.a.: |
17.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-1.10 |
| Omega: |
3.15 |
| Rho: |
0.01 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
3.09 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.25% |
| 1 Month |
|
|
+17.83% |
| 3 Months |
|
|
+4.47% |
| YTD |
|
|
+169.03% |
| 1 Year |
|
|
+166.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.86 |
| 1M High / 1M Low: |
3.54 |
2.21 |
| 6M High / 6M Low: |
3.54 |
1.02 |
| High (YTD): |
03/06/2024 |
3.54 |
| Low (YTD): |
24/01/2024 |
1.02 |
| 52W High: |
03/06/2024 |
3.54 |
| 52W Low: |
13/10/2023 |
0.25 |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
146.27% |
| Volatility 6M: |
|
122.90% |
| Volatility 1Y: |
|
148.70% |
| Volatility 3Y: |
|
- |
