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

Frankfurt Zert./SG
6/21/2024  9:47:40 PM Chg.+0.190 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
2.510EUR +8.19% 2.410
Bid Size: 2,000		 2.460
Ask Size: 2,000		 DaVita Inc 120.00 USD 9/20/2024 Call
 

Master data

WKN: SQ3HB8
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 9/20/2024
Issue date: 10/27/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.35
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.00
Implied volatility: 0.47
Historic volatility: 0.32
Parity: 2.00
Time value: 0.47
Break-even: 136.93
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 2.07%
Delta: 0.81
Theta: -0.06
Omega: 4.31
Rho: 0.20
 

Quote data

Open: 2.150
High: 2.510
Low: 2.090
Previous Close: 2.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.91%
1 Month  
+44.25%
3 Months  
+19.52%
YTD  
+195.29%
1 Year  
+195.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.510 2.290
1M High / 1M Low: 2.930 1.740
6M High / 6M Low: 2.930 0.720
High (YTD): 5/30/2024 2.930
Low (YTD): 1/23/2024 0.720
52W High: 5/30/2024 2.930
52W Low: 10/13/2023 0.220
Avg. price 1W:   2.398
Avg. volume 1W:   0.000
Avg. price 1M:   2.468
Avg. volume 1M:   0.000
Avg. price 6M:   1.831
Avg. volume 6M:   0.000
Avg. price 1Y:   1.283
Avg. volume 1Y:   0.000
Volatility 1M:   146.57%
Volatility 6M:   140.51%
Volatility 1Y:   154.77%
Volatility 3Y:   -