Soc. Generale Call 90 DVA 20.12.2024
/ DE000SQ497G6
Soc. Generale Call 90 DVA 20.12.2.../ DE000SQ497G6 /
2024-06-05 4:58:50 PM |
Chg.+0.060 |
Bid5:22:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.290EUR |
+1.15% |
5.340 Bid Size: 10,000 |
- 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: |
2.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.08 |
Intrinsic value: |
4.90 |
Implied volatility: |
0.52 |
Historic volatility: |
0.31 |
Parity: |
4.90 |
Time value: |
0.36 |
Break-even: |
135.31 |
Moneyness: |
1.59 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.93 |
Theta: |
-0.02 |
Omega: |
2.32 |
Rho: |
0.38 |
Quote data
Open: |
4.940 |
High: |
5.290 |
Low: |
4.880 |
Previous Close: |
5.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.37% |
1 Month |
|
|
+14.25% |
3 Months |
|
|
+11.37% |
YTD |
|
|
+113.31% |
1 Year |
|
|
+110.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.650 |
5.230 |
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: |
|
5.518 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.960 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.857 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.991 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
92.72% |
Volatility 6M: |
|
79.31% |
Volatility 1Y: |
|
100.09% |
Volatility 3Y: |
|
- |