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

Frankfurt Zert./SG
6/19/2024  9:42:25 AM Chg.-0.420 Bid6/19/2024 Ask- Underlying Strike price Expiration date Option type
6.070EUR -6.47% 6.070
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 75.00 USD 12/20/2024 Call
 

Master data

WKN: SQ497D
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 12/20/2024
Issue date: 12/9/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.05
Leverage: Yes

Calculated values

Fair value: 6.29
Intrinsic value: 6.17
Implied volatility: 0.60
Historic volatility: 0.32
Parity: 6.17
Time value: 0.23
Break-even: 133.83
Moneyness: 1.88
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 1.97
Rho: 0.32
 

Quote data

Open: 6.120
High: 6.120
Low: 6.070
Previous Close: 6.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.60%
1 Month
  -2.57%
3 Months  
+2.71%
YTD  
+76.45%
1 Year  
+92.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.490 6.400
1M High / 1M Low: 6.920 5.520
6M High / 6M Low: 6.920 3.380
High (YTD): 5/29/2024 6.920
Low (YTD): 1/24/2024 3.380
52W High: 5/29/2024 6.920
52W Low: 10/13/2023 1.440
Avg. price 1W:   6.448
Avg. volume 1W:   0.000
Avg. price 1M:   6.408
Avg. volume 1M:   0.000
Avg. price 6M:   5.201
Avg. volume 6M:   0.000
Avg. price 1Y:   4.112
Avg. volume 1Y:   0.000
Volatility 1M:   72.96%
Volatility 6M:   63.80%
Volatility 1Y:   82.38%
Volatility 3Y:   -