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Soc. Generale Call 110 DVA 20.12..../  DE000SQ8SFM8  /

Frankfurt Zert./SG
2024-06-05  9:47:23 PM Chg.+0.140 Bid9:54:32 PM Ask9:54:32 PM Underlying Strike price Expiration date Option type
3.790EUR +3.84% 3.810
Bid Size: 10,000		 3.870
Ask Size: 10,000		 DaVita Inc 110.00 - 2024-12-20 Call
 

Master data

WKN: SQ8SFM
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-20
Issue date: 2023-02-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 2.17
Implied volatility: 0.68
Historic volatility: 0.31
Parity: 2.17
Time value: 1.56
Break-even: 147.30
Moneyness: 1.20
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 1.36%
Delta: 0.74
Theta: -0.06
Omega: 2.62
Rho: 0.33
 

Quote data

Open: 3.510
High: 3.820
Low: 3.450
Previous Close: 3.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.96%
1 Month  
+22.26%
3 Months  
+14.16%
YTD  
+157.82%
1 Year  
+146.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.030 3.650
1M High / 1M Low: 4.030 2.780
6M High / 6M Low: 4.030 1.340
High (YTD): 2024-05-30 4.030
Low (YTD): 2024-01-23 1.340
52W High: 2024-05-30 4.030
52W Low: 2023-10-13 0.430
Avg. price 1W:   3.898
Avg. volume 1W:   0.000
Avg. price 1M:   3.407
Avg. volume 1M:   0.000
Avg. price 6M:   2.545
Avg. volume 6M:   0.000
Avg. price 1Y:   1.895
Avg. volume 1Y:   0.000
Volatility 1M:   113.33%
Volatility 6M:   101.74%
Volatility 1Y:   122.89%
Volatility 3Y:   -