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Soc. Generale Call 105 DVA 20.12..../  DE000SQ8JTY3  /

Frankfurt Zert./SG
6/27/2024  9:43:03 PM Chg.-0.070 Bid8:00:00 AM Ask8:00:00 AM Underlying Strike price Expiration date Option type
3.830EUR -1.79% 3.660
Bid Size: 2,000		 4.220
Ask Size: 2,000		 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: 3.32
Leverage: Yes

Calculated values

Fair value: 3.73
Intrinsic value: 3.48
Implied volatility: 0.49
Historic volatility: 0.32
Parity: 3.48
Time value: 0.53
Break-even: 138.42
Moneyness: 1.35
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.08
Spread %: 2.04%
Delta: 0.87
Theta: -0.04
Omega: 2.88
Rho: 0.36
 

Quote data

Open: 3.690
High: 3.860
Low: 3.690
Previous Close: 3.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.01%
1 Month
  -6.36%
3 Months  
+4.64%
YTD  
+126.63%
1 Year  
+147.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.090 3.830
1M High / 1M Low: 4.430 3.740
6M High / 6M Low: 4.430 1.560
High (YTD): 5/30/2024 4.430
Low (YTD): 1/23/2024 1.560
52W High: 5/30/2024 4.430
52W Low: 10/13/2023 0.520
Avg. price 1W:   3.950
Avg. volume 1W:   0.000
Avg. price 1M:   4.024
Avg. volume 1M:   0.000
Avg. price 6M:   3.115
Avg. volume 6M:   0.000
Avg. price 1Y:   2.296
Avg. volume 1Y:   0.000
Volatility 1M:   56.22%
Volatility 6M:   93.99%
Volatility 1Y:   115.05%
Volatility 3Y:   -