Soc. Generale Call 110 DVA 20.12.2024
/ DE000SQ8SFM8
Soc. Generale Call 110 DVA 20.12..../ DE000SQ8SFM8 /
| 2024-06-05 8:28:49 AM |
Chg.-0.16 |
Bid4:14:00 PM |
Ask4:14:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.51EUR |
-4.36% |
3.68
Bid Size: 10,000 |
3.73
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: |
3.51 |
| High: |
3.51 |
| Low: |
3.51 |
| Previous Close: |
3.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.45% |
| 1 Month |
|
|
-6.65% |
| 3 Months |
|
|
+38.19% |
| YTD |
|
|
+142.07% |
| 1 Year |
|
|
+129.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.83 |
3.46 |
| 1M High / 1M Low: |
3.83 |
2.68 |
| 6M High / 6M Low: |
3.83 |
1.35 |
| High (YTD): |
2024-06-03 |
3.83 |
| Low (YTD): |
2024-01-24 |
1.35 |
| 52W High: |
2024-06-03 |
3.83 |
| 52W Low: |
2023-10-13 |
0.44 |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
111.96% |
| Volatility 6M: |
|
100.41% |
| Volatility 1Y: |
|
122.67% |
| Volatility 3Y: |
|
- |
