Soc. Generale Call 100 DVA 20.12.2024
/ DE000SQ62CG6
Soc. Generale Call 100 DVA 20.12..../ DE000SQ62CG6 /
9/5/2024 9:20:32 AM |
Chg.+0.01 |
Bid4:22:41 PM |
Ask4:22:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.50EUR |
+0.22% |
4.64 Bid Size: 10,000 |
- Ask Size: - |
DaVita Inc |
100.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ62CG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.73 |
Intrinsic value: |
4.64 |
Implied volatility: |
0.50 |
Historic volatility: |
0.30 |
Parity: |
4.64 |
Time value: |
0.16 |
Break-even: |
138.25 |
Moneyness: |
1.51 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.02 |
Omega: |
2.72 |
Rho: |
0.24 |
Quote data
Open: |
4.50 |
High: |
4.50 |
Low: |
4.50 |
Previous Close: |
4.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.66% |
1 Month |
|
|
+25.70% |
3 Months |
|
|
+7.14% |
YTD |
|
|
+135.60% |
1 Year |
|
|
+171.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.72 |
4.35 |
1M High / 1M Low: |
4.73 |
3.23 |
6M High / 6M Low: |
4.73 |
3.01 |
High (YTD): |
8/28/2024 |
4.73 |
Low (YTD): |
1/24/2024 |
1.81 |
52W High: |
8/28/2024 |
4.73 |
52W Low: |
10/13/2023 |
0.62 |
Avg. price 1W: |
|
4.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.87 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
78.01% |
Volatility 6M: |
|
77.89% |
Volatility 1Y: |
|
103.45% |
Volatility 3Y: |
|
- |