Soc. Generale Call 90 DVA 20.12.2024
/ DE000SQ497G6
Soc. Generale Call 90 DVA 20.12.2.../ DE000SQ497G6 /
2024-09-25 9:07:09 AM |
Chg.+0.10 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.29EUR |
+1.62% |
- Bid Size: - |
- 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: |
2.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.46 |
Intrinsic value: |
6.40 |
Implied volatility: |
0.54 |
Historic volatility: |
0.30 |
Parity: |
6.40 |
Time value: |
0.07 |
Break-even: |
145.12 |
Moneyness: |
1.80 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
2.21 |
Rho: |
0.18 |
Quote data
Open: |
6.29 |
High: |
6.29 |
Low: |
6.29 |
Previous Close: |
6.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.33% |
1 Month |
|
|
+16.70% |
3 Months |
|
|
+25.55% |
YTD |
|
|
+155.69% |
1 Year |
|
|
+173.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.44 |
6.19 |
1M High / 1M Low: |
6.46 |
4.92 |
6M High / 6M Low: |
6.46 |
3.67 |
High (YTD): |
2024-09-17 |
6.46 |
Low (YTD): |
2024-01-24 |
2.38 |
52W High: |
2024-09-17 |
6.46 |
52W Low: |
2023-10-13 |
0.88 |
Avg. price 1W: |
|
6.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.68 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
57.78% |
Volatility 6M: |
|
64.35% |
Volatility 1Y: |
|
90.91% |
Volatility 3Y: |
|
- |