Soc. Generale Call 105 DVA 20.12.2024
/ DE000SQ8JTY3
Soc. Generale Call 105 DVA 20.12..../ DE000SQ8JTY3 /
2024-09-06 9:42:08 PM |
Chg.+0.150 |
Bid9:59:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.260EUR |
+3.65% |
4.280 Bid Size: 2,000 |
- Ask Size: - |
DaVita Inc |
105.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ8JTY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.16 |
Intrinsic value: |
4.06 |
Implied volatility: |
0.45 |
Historic volatility: |
0.30 |
Parity: |
4.06 |
Time value: |
0.17 |
Break-even: |
137.02 |
Moneyness: |
1.43 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
3.03 |
Rho: |
0.25 |
Quote data
Open: |
3.810 |
High: |
4.360 |
Low: |
3.690 |
Previous Close: |
4.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.16% |
1 Month |
|
|
+25.66% |
3 Months |
|
|
+6.23% |
YTD |
|
|
+152.07% |
1 Year |
|
|
+217.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.370 |
4.110 |
1M High / 1M Low: |
4.760 |
3.390 |
6M High / 6M Low: |
4.760 |
2.910 |
High (YTD): |
2024-08-26 |
4.760 |
Low (YTD): |
2024-01-23 |
1.560 |
52W High: |
2024-08-26 |
4.760 |
52W Low: |
2023-10-13 |
0.520 |
Avg. price 1W: |
|
4.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.201 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.738 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.709 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
80.20% |
Volatility 6M: |
|
81.11% |
Volatility 1Y: |
|
112.09% |
Volatility 3Y: |
|
- |