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Soc. Generale Call 110 DVA 21.06..../  DE000SQ0VZD6  /

Frankfurt Zert./SG
2024-06-14  9:57:23 AM Chg.-0.440 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
2.520EUR -14.86% 2.860
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 110.00 - 2024-06-21 Call
 

Master data

WKN: SQ0VZD
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 2.19
Implied volatility: 2.49
Historic volatility: 0.32
Parity: 2.19
Time value: 0.68
Break-even: 138.70
Moneyness: 1.20
Premium: 0.05
Premium p.a.: 20.62
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -1.08
Omega: 3.52
Rho: 0.01
 

Quote data

Open: 2.580
High: 2.580
Low: 2.520
Previous Close: 2.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.40%
1 Month
  -9.35%
3 Months
  -4.55%
YTD  
+170.97%
1 Year  
+170.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.960 2.520
1M High / 1M Low: 3.430 2.060
6M High / 6M Low: 3.430 0.800
High (YTD): 2024-05-30 3.430
Low (YTD): 2024-01-23 0.800
52W High: 2024-05-30 3.430
52W Low: 2023-10-13 0.200
Avg. price 1W:   2.812
Avg. volume 1W:   0.000
Avg. price 1M:   2.894
Avg. volume 1M:   0.000
Avg. price 6M:   2.050
Avg. volume 6M:   0.000
Avg. price 1Y:   1.436
Avg. volume 1Y:   0.000
Volatility 1M:   191.55%
Volatility 6M:   149.19%
Volatility 1Y:   166.16%
Volatility 3Y:   -