Soc. Generale Call 75 DVA 20.12.2.../  DE000SQ497D3  /

Frankfurt Zert./SG
2024-10-28  7:08:53 PM Chg.-0.060 Bid9:16:21 PM Ask- Underlying Strike price Expiration date Option type
7.490EUR -0.79% -
Bid Size: -
-
Ask Size: -
DaVita Inc 75.00 - 2024-12-20 Call
 

Master data

WKN: SQ497D
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-10-29
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.74
Leverage: Yes

Calculated values

Fair value: 5.54
Intrinsic value: 5.51
Implied volatility: 2.95
Historic volatility: 0.27
Parity: 5.51
Time value: 1.98
Break-even: 149.90
Moneyness: 1.73
Premium: 0.15
Premium p.a.: 1.82
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.33
Omega: 1.48
Rho: 0.05
 

Quote data

Open: 7.400
High: 7.630
Low: 7.400
Previous Close: 7.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.07%
1 Month
  -5.90%
3 Months  
+28.92%
YTD  
+117.73%
1 Year  
+332.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.890 7.490
1M High / 1M Low: 8.280 7.280
6M High / 6M Low: 8.280 5.520
High (YTD): 2024-10-16 8.280
Low (YTD): 2024-01-24 3.380
52W High: 2024-10-16 8.280
52W Low: 2023-10-31 1.730
Avg. price 1W:   7.643
Avg. volume 1W:   0.000
Avg. price 1M:   7.828
Avg. volume 1M:   0.000
Avg. price 6M:   6.729
Avg. volume 6M:   0.000
Avg. price 1Y:   5.517
Avg. volume 1Y:   0.000
Volatility 1M:   46.79%
Volatility 6M:   57.09%
Volatility 1Y:   62.13%
Volatility 3Y:   -