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

Frankfurt Zert./SG
5/29/2024  12:30:07 PM Chg.-0.430 Bid1:23:33 PM Ask- Underlying Strike price Expiration date Option type
4.860EUR -8.13% 4.860
Bid Size: 4,000		 -
Ask Size: -		 DaVita Inc 90.00 USD 12/20/2024 Call
 

Master data

WKN: SQ497G
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 2.50
Leverage: Yes

Calculated values

Fair value: 5.14
Intrinsic value: 4.95
Implied volatility: 0.50
Historic volatility: 0.32
Parity: 4.95
Time value: 0.34
Break-even: 135.84
Moneyness: 1.60
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 2.34
Rho: 0.40
 

Quote data

Open: 4.900
High: 4.900
Low: 4.810
Previous Close: 5.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.07%
1 Month
  -1.82%
3 Months  
+17.96%
YTD  
+95.97%
1 Year  
+126.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.290 4.280
1M High / 1M Low: 5.330 4.280
6M High / 6M Low: 5.330 2.220
High (YTD): 5/2/2024 5.330
Low (YTD): 1/23/2024 2.380
52W High: 5/2/2024 5.330
52W Low: 10/13/2023 0.870
Avg. price 1W:   4.722
Avg. volume 1W:   0.000
Avg. price 1M:   4.832
Avg. volume 1M:   0.000
Avg. price 6M:   3.745
Avg. volume 6M:   0.000
Avg. price 1Y:   2.927
Avg. volume 1Y:   0.000
Volatility 1M:   102.58%
Volatility 6M:   80.65%
Volatility 1Y:   100.68%
Volatility 3Y:   -