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

Frankfurt Zert./SG
9/20/2024  9:42:45 PM Chg.+0.060 Bid9:59:35 PM Ask- Underlying Strike price Expiration date Option type
6.230EUR +0.97% 6.250
Bid Size: 2,000		 -
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: 2.36
Leverage: Yes

Calculated values

Fair value: 6.18
Intrinsic value: 6.11
Implied volatility: 0.54
Historic volatility: 0.30
Parity: 6.11
Time value: 0.09
Break-even: 147.13
Moneyness: 1.72
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 2.32
Rho: 0.20
 

Quote data

Open: 5.820
High: 6.350
Low: 5.820
Previous Close: 6.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.16%
1 Month  
+26.88%
3 Months  
+35.73%
YTD  
+183.18%
1 Year  
+166.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.340 6.170
1M High / 1M Low: 6.340 4.910
6M High / 6M Low: 6.340 3.630
High (YTD): 9/16/2024 6.340
Low (YTD): 1/23/2024 2.090
52W High: 9/16/2024 6.340
52W Low: 10/13/2023 0.730
Avg. price 1W:   6.230
Avg. volume 1W:   0.000
Avg. price 1M:   5.504
Avg. volume 1M:   0.000
Avg. price 6M:   4.610
Avg. volume 6M:   0.000
Avg. price 1Y:   3.472
Avg. volume 1Y:   0.000
Volatility 1M:   58.32%
Volatility 6M:   72.43%
Volatility 1Y:   99.84%
Volatility 3Y:   -