Soc. Generale Call 85 DVA 20.12.2024
/ DE000SQ497F8
Soc. Generale Call 85 DVA 20.12.2.../ DE000SQ497F8 /
| 2024-06-05 9:07:55 AM |
Chg.-0.18 |
Bid12:29:26 PM |
Ask12:29:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.32EUR |
-3.27% |
5.42
Bid Size: 4,000 |
-
Ask Size: - |
DaVita Inc |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SQ497F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.52 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.31 |
| Parity: |
5.36 |
| Time value: |
0.32 |
| Break-even: |
134.91 |
| Moneyness: |
1.69 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.18 |
| Rho: |
0.36 |
Quote data
| Open: |
5.32 |
| High: |
5.32 |
| Low: |
5.32 |
| Previous Close: |
5.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.19% |
| 1 Month |
|
|
-2.21% |
| 3 Months |
|
|
+27.58% |
| YTD |
|
|
+92.06% |
| 1 Year |
|
|
+92.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.72 |
5.33 |
| 1M High / 1M Low: |
5.72 |
4.43 |
| 6M High / 6M Low: |
5.72 |
2.70 |
| High (YTD): |
2024-06-03 |
5.72 |
| Low (YTD): |
2024-01-24 |
2.70 |
| 52W High: |
2024-06-03 |
5.72 |
| 52W Low: |
2023-10-13 |
1.05 |
| Avg. price 1W: |
|
5.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.15% |
| Volatility 6M: |
|
68.15% |
| Volatility 1Y: |
|
89.24% |
| Volatility 3Y: |
|
- |
