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

Frankfurt Zert./SG
18/06/2024  18:38:27 Chg.-0.080 Bid19:42:19 Ask- Underlying Strike price Expiration date Option type
6.370EUR -1.24% 6.440
Bid Size: 10,000		 -
Ask Size: -		 DaVita Inc 75.00 USD 20/12/2024 Call
 

Master data

WKN: SQ497D
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 20/12/2024
Issue date: 09/12/2022
Last trading day: 19/12/2024
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: 6.060
High: 6.370
Low: 6.030
Previous Close: 6.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.43%
1 Month  
+2.25%
3 Months  
+9.83%
YTD  
+85.17%
1 Year  
+99.69%
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): 29/05/2024 6.920
Low (YTD): 24/01/2024 3.380
52W High: 29/05/2024 6.920
52W Low: 13/10/2023 1.440
Avg. price 1W:   6.406
Avg. volume 1W:   0.000
Avg. price 1M:   6.404
Avg. volume 1M:   0.000
Avg. price 6M:   5.178
Avg. volume 6M:   0.000
Avg. price 1Y:   4.103
Avg. volume 1Y:   0.000
Volatility 1M:   74.84%
Volatility 6M:   63.89%
Volatility 1Y:   82.53%
Volatility 3Y:   -