Soc. Generale Call 85 DVA 20.12.2024
/ DE000SQ497F8
Soc. Generale Call 85 DVA 20.12.2.../ DE000SQ497F8 /
6/5/2024 9:07:55 AM |
Chg.-0.18 |
Bid12:54:59 PM |
Ask12:54:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.32EUR |
-3.27% |
5.44 Bid Size: 4,000 |
- Ask Size: - |
DaVita Inc |
85.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ497F |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 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: |
2.32 |
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): |
6/3/2024 |
5.72 |
Low (YTD): |
1/24/2024 |
2.70 |
52W High: |
6/3/2024 |
5.72 |
52W Low: |
10/13/2023 |
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: |
|
- |