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

Frankfurt Zert./SG
2024-06-17  12:09:51 PM Chg.-0.310 Bid2024-06-17 Ask- Underlying Strike price Expiration date Option type
6.090EUR -4.84% 6.090
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 75.00 USD 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 USD
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 6.31
Intrinsic value: 6.18
Implied volatility: 0.59
Historic volatility: 0.32
Parity: 6.18
Time value: 0.23
Break-even: 134.18
Moneyness: 1.88
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 1.98
Rho: 0.32
 

Quote data

Open: 6.060
High: 6.100
Low: 5.990
Previous Close: 6.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.73%
1 Month
  -2.25%
3 Months  
+5.91%
YTD  
+77.03%
1 Year  
+90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.470 6.280
1M High / 1M Low: 6.920 5.520
6M High / 6M Low: 6.920 3.380
High (YTD): 2024-05-29 6.920
Low (YTD): 2024-01-24 3.380
52W High: 2024-05-29 6.920
52W Low: 2023-10-13 1.440
Avg. price 1W:   6.408
Avg. volume 1W:   0.000
Avg. price 1M:   6.394
Avg. volume 1M:   0.000
Avg. price 6M:   5.168
Avg. volume 6M:   0.000
Avg. price 1Y:   4.094
Avg. volume 1Y:   0.000
Volatility 1M:   74.99%
Volatility 6M:   64.14%
Volatility 1Y:   82.69%
Volatility 3Y:   -