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Soc. Generale Call 120 DVA 20.09..../  DE000SQ3HB83  /

Frankfurt Zert./SG
17/06/2024  09:18:05 Chg.-0.170 Bid09:18:41 Ask09:18:41 Underlying Strike price Expiration date Option type
2.200EUR -7.17% 2.190
Bid Size: 2,000		 2.530
Ask Size: 2,000		 DaVita Inc 120.00 USD 20/09/2024 Call
 

Master data

WKN: SQ3HB8
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 5.43
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 1.98
Implied volatility: 0.44
Historic volatility: 0.32
Parity: 1.98
Time value: 0.45
Break-even: 136.40
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 2.10%
Delta: 0.81
Theta: -0.05
Omega: 4.39
Rho: 0.22
 

Quote data

Open: 2.230
High: 2.230
Low: 2.200
Previous Close: 2.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -4.35%
3 Months
  -5.17%
YTD  
+158.82%
1 Year  
+161.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.470 2.280
1M High / 1M Low: 2.930 1.740
6M High / 6M Low: 2.930 0.720
High (YTD): 30/05/2024 2.930
Low (YTD): 23/01/2024 0.720
52W High: 30/05/2024 2.930
52W Low: 13/10/2023 0.220
Avg. price 1W:   2.388
Avg. volume 1W:   0.000
Avg. price 1M:   2.442
Avg. volume 1M:   0.000
Avg. price 6M:   1.771
Avg. volume 6M:   0.000
Avg. price 1Y:   1.254
Avg. volume 1Y:   0.000
Volatility 1M:   163.93%
Volatility 6M:   139.74%
Volatility 1Y:   154.95%
Volatility 3Y:   -