Soc. Generale Call 80 DVA 20.12.2024
/ DE000SQ497E1
Soc. Generale Call 80 DVA 20.12.2.../ DE000SQ497E1 /
6/4/2024 9:38:52 PM |
Chg.-0.260 |
Bid9:59:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.070EUR |
-4.11% |
6.100 Bid Size: 4,000 |
- Ask Size: - |
DaVita Inc |
80.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ497E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/9/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.16 |
Intrinsic value: |
6.02 |
Implied volatility: |
0.59 |
Historic volatility: |
0.31 |
Parity: |
6.02 |
Time value: |
0.29 |
Break-even: |
136.45 |
Moneyness: |
1.82 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
2.01 |
Rho: |
0.35 |
Quote data
Open: |
5.950 |
High: |
6.170 |
Low: |
5.850 |
Previous Close: |
6.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.47% |
1 Month |
|
|
+11.79% |
3 Months |
|
|
+9.57% |
YTD |
|
|
+95.81% |
1 Year |
|
|
+95.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.490 |
6.070 |
1M High / 1M Low: |
6.490 |
5.100 |
6M High / 6M Low: |
6.490 |
3.020 |
High (YTD): |
5/30/2024 |
6.490 |
Low (YTD): |
1/23/2024 |
3.020 |
52W High: |
5/30/2024 |
6.490 |
52W Low: |
10/13/2023 |
1.230 |
Avg. price 1W: |
|
6.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.791 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.596 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.643 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
82.26% |
Volatility 6M: |
|
69.63% |
Volatility 1Y: |
|
88.05% |
Volatility 3Y: |
|
- |