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Soc. Generale Call 90 DVA 20.12.2.../  DE000SQ497G6  /

Frankfurt Zert./SG
2024-06-04  12:05:16 PM Chg.-0.390 Bid12:07:26 PM Ask- Underlying Strike price Expiration date Option type
5.090EUR -7.12% 5.080
Bid Size: 4,000		 -
Ask Size: -		 DaVita Inc 90.00 USD 2024-12-20 Call
 

Master data

WKN: SQ497G
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 2.45
Leverage: Yes

Calculated values

Fair value: 5.28
Intrinsic value: 5.10
Implied volatility: 0.53
Historic volatility: 0.31
Parity: 5.10
Time value: 0.36
Break-even: 137.11
Moneyness: 1.62
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.03
Omega: 2.27
Rho: 0.38
 

Quote data

Open: 5.110
High: 5.110
Low: 5.040
Previous Close: 5.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.78%
1 Month  
+9.94%
3 Months  
+28.86%
YTD  
+105.24%
1 Year  
+106.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.650 5.290
1M High / 1M Low: 5.650 4.280
6M High / 6M Low: 5.650 2.380
High (YTD): 2024-05-29 5.650
Low (YTD): 2024-01-23 2.380
52W High: 2024-05-29 5.650
52W Low: 2023-10-13 0.870
Avg. price 1W:   5.530
Avg. volume 1W:   0.000
Avg. price 1M:   4.948
Avg. volume 1M:   0.000
Avg. price 6M:   3.837
Avg. volume 6M:   0.000
Avg. price 1Y:   2.983
Avg. volume 1Y:   0.000
Volatility 1M:   93.19%
Volatility 6M:   79.20%
Volatility 1Y:   100.16%
Volatility 3Y:   -