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Soc. Generale Call 105 DVA 20.09..../  DE000SQ3HB59  /

Frankfurt Zert./SG
7/5/2024  9:51:20 PM Chg.+0.120 Bid9:59:49 PM Ask7/5/2024 Underlying Strike price Expiration date Option type
3.100EUR +4.03% 3.080
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 105.00 USD 9/20/2024 Call
 

Master data

WKN: SQ3HB5
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 9/20/2024
Issue date: 10/27/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.80
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.90
Implied volatility: 0.66
Historic volatility: 0.32
Parity: 2.90
Time value: 0.41
Break-even: 129.97
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.24
Spread %: 7.82%
Delta: 0.85
Theta: -0.07
Omega: 3.24
Rho: 0.15
 

Quote data

Open: 2.990
High: 3.200
Low: 2.990
Previous Close: 2.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.91%
1 Month
  -17.33%
3 Months
  -0.96%
YTD  
+118.31%
1 Year  
+87.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.370 2.980
1M High / 1M Low: 3.840 2.980
6M High / 6M Low: 4.140 1.300
High (YTD): 5/29/2024 4.140
Low (YTD): 1/23/2024 1.300
52W High: 5/29/2024 4.140
52W Low: 10/13/2023 0.380
Avg. price 1W:   3.156
Avg. volume 1W:   0.000
Avg. price 1M:   3.499
Avg. volume 1M:   0.000
Avg. price 6M:   2.903
Avg. volume 6M:   0.000
Avg. price 1Y:   2.083
Avg. volume 1Y:   0.000
Volatility 1M:   65.90%
Volatility 6M:   110.28%
Volatility 1Y:   132.32%
Volatility 3Y:   -