Soc. Generale Call 105 DVA 20.12.2024
/ DE000SQ8JTY3
Soc. Generale Call 105 DVA 20.12..../ DE000SQ8JTY3 /
14/08/2024 08:38:21 |
Chg.+0.13 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
3.72EUR |
+3.62% |
4.22 Bid Size: 2,000 |
- Ask Size: - |
DaVita Inc |
105.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SQ8JTY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.86 |
Intrinsic value: |
3.71 |
Implied volatility: |
0.45 |
Historic volatility: |
0.31 |
Parity: |
3.71 |
Time value: |
0.27 |
Break-even: |
135.29 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
3.07 |
Rho: |
0.29 |
Quote data
Open: |
3.72 |
High: |
3.72 |
Low: |
3.72 |
Previous Close: |
3.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.00% |
1 Month |
|
|
+7.51% |
3 Months |
|
|
+10.39% |
YTD |
|
|
+122.75% |
1 Year |
|
|
+88.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.59 |
2.91 |
1M High / 1M Low: |
3.74 |
2.91 |
6M High / 6M Low: |
4.18 |
2.21 |
High (YTD): |
03/06/2024 |
4.18 |
Low (YTD): |
24/01/2024 |
1.58 |
52W High: |
03/06/2024 |
4.18 |
52W Low: |
12/10/2023 |
0.51 |
Avg. price 1W: |
|
3.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.43 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
97.57% |
Volatility 6M: |
|
90.08% |
Volatility 1Y: |
|
111.08% |
Volatility 3Y: |
|
- |