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Soc. Generale Call 115 DVA 20.09..../  DE000SQ3HB75  /

Frankfurt Zert./SG
21/06/2024  21:41:35 Chg.+0.200 Bid21:59:11 Ask21:59:11 Underlying Strike price Expiration date Option type
2.910EUR +7.38% 2.800
Bid Size: 2,000		 2.860
Ask Size: 2,000		 DaVita Inc 115.00 USD 20/09/2024 Call
 

Master data

WKN: SQ3HB7
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 20/09/2024
Issue date: 27/10/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 2.64
Intrinsic value: 2.47
Implied volatility: 0.50
Historic volatility: 0.32
Parity: 2.47
Time value: 0.40
Break-even: 136.26
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 2.14%
Delta: 0.84
Theta: -0.05
Omega: 3.87
Rho: 0.20
 

Quote data

Open: 2.500
High: 2.910
Low: 2.450
Previous Close: 2.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.05%
1 Month  
+39.90%
3 Months  
+20.25%
YTD  
+188.12%
1 Year  
+193.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.910 2.640
1M High / 1M Low: 3.340 2.080
6M High / 6M Low: 3.340 0.880
High (YTD): 30/05/2024 3.340
Low (YTD): 23/01/2024 0.880
52W High: 30/05/2024 3.340
52W Low: 13/10/2023 0.260
Avg. price 1W:   2.786
Avg. volume 1W:   0.000
Avg. price 1M:   2.859
Avg. volume 1M:   0.000
Avg. price 6M:   2.129
Avg. volume 6M:   0.000
Avg. price 1Y:   1.502
Avg. volume 1Y:   0.000
Volatility 1M:   134.04%
Volatility 6M:   128.31%
Volatility 1Y:   146.16%
Volatility 3Y:   -