Soc. Generale Call 105 DVA 20.12.2024
/ DE000SQ8JTY3
Soc. Generale Call 105 DVA 20.12..../ DE000SQ8JTY3 /
| 7/17/2024 8:38:13 AM |
Chg.+0.09 |
Bid6:51:53 PM |
Ask6:51:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.20EUR |
+2.89% |
3.59
Bid Size: 10,000 |
3.66
Ask Size: 10,000 |
DaVita Inc |
105.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SQ8JTY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
3.00 |
| Time value: |
0.50 |
| Break-even: |
131.31 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.74% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
3.08 |
| Rho: |
0.31 |
Quote data
| Open: |
3.20 |
| High: |
3.20 |
| Low: |
3.20 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.74% |
| 1 Month |
|
|
-12.57% |
| 3 Months |
|
|
+6.31% |
| YTD |
|
|
+91.62% |
| 1 Year |
|
|
+75.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.52 |
3.11 |
| 1M High / 1M Low: |
3.86 |
3.11 |
| 6M High / 6M Low: |
4.18 |
1.58 |
| High (YTD): |
6/3/2024 |
4.18 |
| Low (YTD): |
1/24/2024 |
1.58 |
| 52W High: |
6/3/2024 |
4.18 |
| 52W Low: |
10/12/2023 |
0.51 |
| Avg. price 1W: |
|
3.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.95% |
| Volatility 6M: |
|
88.72% |
| Volatility 1Y: |
|
112.39% |
| Volatility 3Y: |
|
- |
