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Soc. Generale Call 80 DVA 20.12.2.../  DE000SQ497E1  /

Frankfurt Zert./SG
31/05/2024  21:41:18 Chg.-0.120 Bid21:59:02 Ask- Underlying Strike price Expiration date Option type
6.370EUR -1.85% 6.470
Bid Size: 4,000		 -
Ask Size: -		 DaVita Inc 80.00 USD 20/12/2024 Call
 

Master data

WKN: SQ497E
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 80.00 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: 2.10
Leverage: Yes

Calculated values

Fair value: 6.35
Intrinsic value: 6.20
Implied volatility: 0.56
Historic volatility: 0.32
Parity: 6.20
Time value: 0.27
Break-even: 138.56
Moneyness: 1.84
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 2.01
Rho: 0.36
 

Quote data

Open: 6.130
High: 6.370
Low: 6.060
Previous Close: 6.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.54%
1 Month  
+9.08%
3 Months  
+30.80%
YTD  
+105.48%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.490 5.360
1M High / 1M Low: 6.490 5.100
6M High / 6M Low: 6.490 2.960
High (YTD): 30/05/2024 6.490
Low (YTD): 23/01/2024 3.020
52W High: 30/05/2024 6.490
52W Low: 13/10/2023 1.230
Avg. price 1W:   6.026
Avg. volume 1W:   0.000
Avg. price 1M:   5.733
Avg. volume 1M:   0.000
Avg. price 6M:   4.522
Avg. volume 6M:   0.000
Avg. price 1Y:   3.603
Avg. volume 1Y:   0.000
Volatility 1M:   93.32%
Volatility 6M:   70.59%
Volatility 1Y:   88.65%
Volatility 3Y:   -