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

Frankfurt Zert./SG
2024-06-05  8:44:44 AM Chg.-0.150 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
3.500EUR -4.11% 3.500
Bid Size: 5,000		 3.920
Ask Size: 4,000		 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: 3.39
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 2.35
Implied volatility: 0.70
Historic volatility: 0.31
Parity: 2.35
Time value: 1.59
Break-even: 149.40
Moneyness: 1.21
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 1.55%
Delta: 0.75
Theta: -0.06
Omega: 2.54
Rho: 0.33
 

Quote data

Open: 3.510
High: 3.510
Low: 3.500
Previous Close: 3.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.15%
1 Month  
+12.90%
3 Months  
+5.42%
YTD  
+138.10%
1 Year  
+127.27%
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:   -