Soc. Generale Call 75 DVA 20.12.2024
/ DE000SQ497D3
Soc. Generale Call 75 DVA 20.12.2.../ DE000SQ497D3 /
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: |
|
- |