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

Frankfurt Zert./SG
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
  -0.98%
1 Month  
+11.79%
3 Months  
+29.15%
YTD  
+95.81%
1 Year  
+99.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.490 6.130
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:   6.362
Avg. volume 1W:   0.000
Avg. price 1M:   5.778
Avg. volume 1M:   0.000
Avg. price 6M:   4.574
Avg. volume 6M:   0.000
Avg. price 1Y:   3.633
Avg. volume 1Y:   0.000
Volatility 1M:   82.64%
Volatility 6M:   69.50%
Volatility 1Y:   88.11%
Volatility 3Y:   -