Soc. Generale Call 120 DVA 20.09.2024
/ DE000SQ3HB83
Soc. Generale Call 120 DVA 20.09..../ DE000SQ3HB83 /
| 2024-06-21 9:00:55 AM |
Chg.-0.14 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-6.11% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ3HB8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-10-27 |
| Last trading day: |
2024-09-19 |
| 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: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.59% |
| 1 Month |
|
|
+16.85% |
| 3 Months |
|
|
-3.59% |
| YTD |
|
|
+159.04% |
| 1 Year |
|
|
+152.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.15 |
| 1M High / 1M Low: |
2.76 |
1.63 |
| 6M High / 6M Low: |
2.84 |
0.72 |
| High (YTD): |
2024-05-03 |
2.84 |
| Low (YTD): |
2024-01-23 |
0.72 |
| 52W High: |
2024-05-03 |
2.84 |
| 52W Low: |
2023-10-13 |
0.21 |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
144.86% |
| Volatility 6M: |
|
138.89% |
| Volatility 1Y: |
|
150.87% |
| Volatility 3Y: |
|
- |
