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Soc. Generale Call 125 DVA 20.09..../  DE000SQ3J6L4  /

Frankfurt Zert./SG
2024-06-21  9:46:59 PM Chg.+0.180 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
2.140EUR +9.18% 2.040
Bid Size: 2,000		 2.090
Ask Size: 2,000		 DaVita Inc 125.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3J6L
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.53
Implied volatility: 0.45
Historic volatility: 0.32
Parity: 1.53
Time value: 0.57
Break-even: 137.91
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 2.44%
Delta: 0.76
Theta: -0.06
Omega: 4.79
Rho: 0.20
 

Quote data

Open: 1.800
High: 2.140
Low: 1.740
Previous Close: 1.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.00%
1 Month  
+51.77%
3 Months  
+18.23%
YTD  
+205.71%
1 Year  
+193.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.140 1.910
1M High / 1M Low: 2.550 1.410
6M High / 6M Low: 2.550 0.590
High (YTD): 2024-05-30 2.550
Low (YTD): 2024-01-23 0.590
52W High: 2024-05-30 2.550
52W Low: 2023-10-13 0.180
Avg. price 1W:   2.020
Avg. volume 1W:   0.000
Avg. price 1M:   2.100
Avg. volume 1M:   0.000
Avg. price 6M:   1.556
Avg. volume 6M:   20.403
Avg. price 1Y:   1.086
Avg. volume 1Y:   9.922
Volatility 1M:   169.50%
Volatility 6M:   153.29%
Volatility 1Y:   163.52%
Volatility 3Y:   -