Soc. Generale Call 105 DVA 20.09.2024
/ DE000SQ3HB59
Soc. Generale Call 105 DVA 20.09..../ DE000SQ3HB59 /
| 7/5/2024 9:09:30 AM |
Chg.0.00 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
0.00% |
-
Bid Size: - |
-
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: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
3.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.98% |
| 1 Month |
|
|
-14.45% |
| 3 Months |
|
|
+1.68% |
| YTD |
|
|
+114.18% |
| 1 Year |
|
|
+80.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
3.01 |
| 1M High / 1M Low: |
3.61 |
3.01 |
| 6M High / 6M Low: |
3.85 |
1.30 |
| High (YTD): |
6/3/2024 |
3.85 |
| Low (YTD): |
1/24/2024 |
1.30 |
| 52W High: |
6/3/2024 |
3.85 |
| 52W Low: |
10/13/2023 |
0.38 |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.01% |
| Volatility 6M: |
|
100.92% |
| Volatility 1Y: |
|
124.55% |
| Volatility 3Y: |
|
- |
