Soc. Generale Call 95 DVA 20.12.2024
/ DE000SQ497H4
Soc. Generale Call 95 DVA 20.12.2.../ DE000SQ497H4 /
2024-06-17 11:06:16 AM |
Chg.-0.240 |
Bid11:53:34 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.430EUR |
-5.14% |
4.420 Bid Size: 2,000 |
- Ask Size: - |
DaVita Inc |
95.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ497H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 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: |
2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.51 |
Intrinsic value: |
4.31 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
4.31 |
Time value: |
0.38 |
Break-even: |
135.66 |
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: |
2.57 |
Rho: |
0.37 |
Quote data
Open: |
4.390 |
High: |
4.430 |
Low: |
4.340 |
Previous Close: |
4.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.14% |
1 Month |
|
|
-2.64% |
3 Months |
|
|
+3.02% |
YTD |
|
|
+101.36% |
1 Year |
|
|
+118.23% |
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): |
2024-05-30 |
5.230 |
Low (YTD): |
2024-01-23 |
2.090 |
52W High: |
2024-05-30 |
5.230 |
52W Low: |
2023-10-13 |
0.730 |
Avg. price 1W: |
|
4.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.713 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.665 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.777 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.36% |
Volatility 6M: |
|
82.78% |
Volatility 1Y: |
|
104.13% |
Volatility 3Y: |
|
- |