OverviewChartNewsTraderScreen

Soc. Generale Call 95 DVA 20.12.2.../  DE000SQ497H4  /

Frankfurt Zert./SG
6/18/2024  8:05:40 PM Chg.-0.020 Bid9:04:26 PM Ask- Underlying Strike price Expiration date Option type
4.730EUR -0.42% 4.770
Bid Size: 10,000		 -
Ask Size: -		 DaVita Inc 95.00 USD 12/20/2024 Call
 

Master data

WKN: SQ497H
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 2.80
Leverage: Yes

Calculated values

Fair value: 4.50
Intrinsic value: 4.31
Implied volatility: 0.50
Historic volatility: 0.32
Parity: 4.31
Time value: 0.38
Break-even: 135.36
Moneyness: 1.49
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.03
Omega: 2.55
Rho: 0.37
 

Quote data

Open: 4.400
High: 4.730
Low: 4.340
Previous Close: 4.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.73%
1 Month  
+3.96%
3 Months  
+9.24%
YTD  
+115.00%
1 Year  
+133.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.770 4.560
1M High / 1M Low: 5.230 3.900
6M High / 6M Low: 5.230 2.090
High (YTD): 5/30/2024 5.230
Low (YTD): 1/23/2024 2.090
52W High: 5/30/2024 5.230
52W Low: 10/13/2023 0.730
Avg. price 1W:   4.696
Avg. volume 1W:   0.000
Avg. price 1M:   4.722
Avg. volume 1M:   0.000
Avg. price 6M:   3.673
Avg. volume 6M:   0.000
Avg. price 1Y:   2.785
Avg. volume 1Y:   0.000
Volatility 1M:   97.25%
Volatility 6M:   82.47%
Volatility 1Y:   103.94%
Volatility 3Y:   -