Soc. Generale Call 125 DVA 20.09.2024
/ DE000SQ3J6L4
Soc. Generale Call 125 DVA 20.09..../ DE000SQ3J6L4 /
| 6/14/2024 9:51:12 AM |
Chg.- |
Bid9:03:08 AM |
Ask9:03:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
- |
1.87
Bid Size: 2,000 |
2.19
Ask Size: 2,000 |
DaVita Inc |
125.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SQ3J6L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/28/2022 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
1.51 |
| Time value: |
0.54 |
| Break-even: |
137.29 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
2.50% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
4.92 |
| Rho: |
0.21 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.10% |
| 1 Month |
|
|
+15.53% |
| 3 Months |
|
|
-6.53% |
| YTD |
|
|
+165.71% |
| 1 Year |
|
|
+158.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.74 |
| 1M High / 1M Low: |
2.39 |
1.32 |
| 6M High / 6M Low: |
2.42 |
0.59 |
| High (YTD): |
5/3/2024 |
2.42 |
| Low (YTD): |
1/23/2024 |
0.59 |
| 52W High: |
5/3/2024 |
2.42 |
| 52W Low: |
10/13/2023 |
0.18 |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
180.22% |
| Volatility 6M: |
|
148.14% |
| Volatility 1Y: |
|
158.72% |
| Volatility 3Y: |
|
- |
