OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
6/14/2024  9:35:27 PM Chg.-0.080 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
2.770EUR -2.81% -
Bid Size: -		 -
Ask Size: -		 DaVita Inc 115.00 USD 9/20/2024 Call
 

Master data

WKN: SQ3HB7
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 9/20/2024
Issue date: 10/27/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.64
Leverage: Yes

Calculated values

Fair value: 2.63
Intrinsic value: 2.44
Implied volatility: 0.47
Historic volatility: 0.32
Parity: 2.44
Time value: 0.40
Break-even: 135.83
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 2.16%
Delta: 0.84
Theta: -0.05
Omega: 3.91
Rho: 0.22
 

Quote data

Open: 2.610
High: 2.780
Low: 2.570
Previous Close: 2.850
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -1.07%
1 Month  
+2.97%
3 Months  
+4.53%
YTD  
+174.26%
1 Year  
+179.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.650
1M High / 1M Low: 3.340 2.080
6M High / 6M Low: 3.340 0.880
High (YTD): 5/30/2024 3.340
Low (YTD): 1/23/2024 0.880
52W High: 5/30/2024 3.340
52W Low: 10/13/2023 0.260
Avg. price 1W:   2.776
Avg. volume 1W:   0.000
Avg. price 1M:   2.831
Avg. volume 1M:   0.000
Avg. price 6M:   2.060
Avg. volume 6M:   0.000
Avg. price 1Y:   1.468
Avg. volume 1Y:   0.000
Volatility 1M:   148.49%
Volatility 6M:   127.54%
Volatility 1Y:   146.48%
Volatility 3Y:   -