Soc. Generale Call 105 DVA 20.09.2024
/ DE000SQ3HB59
Soc. Generale Call 105 DVA 20.09..../ DE000SQ3HB59 /
| 31/07/2024 09:00:46 |
Chg.-0.23 |
Bid12:31:04 |
Ask12:31:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
-7.49% |
3.00
Bid Size: 2,000 |
-
Ask Size: - |
DaVita Inc |
105.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ3HB5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/10/2022 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
2.91 |
| Time value: |
0.14 |
| Break-even: |
127.58 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.33% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
3.83 |
| Rho: |
0.12 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.13% |
| 1 Month |
|
|
-15.22% |
| 3 Months |
|
|
-13.15% |
| YTD |
|
|
+101.42% |
| 1 Year |
|
|
+100.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
2.91 |
| 1M High / 1M Low: |
3.39 |
2.76 |
| 6M High / 6M Low: |
3.85 |
1.56 |
| High (YTD): |
03/06/2024 |
3.85 |
| Low (YTD): |
24/01/2024 |
1.30 |
| 52W High: |
03/06/2024 |
3.85 |
| 52W Low: |
13/10/2023 |
0.38 |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.23% |
| Volatility 6M: |
|
104.26% |
| Volatility 1Y: |
|
125.74% |
| Volatility 3Y: |
|
- |
