OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
16/07/2024  12:17:20 Chg.-0.220 Bid12:21:39 Ask12:21:39 Underlying Strike price Expiration date Option type
3.150EUR -6.53% 3.150
Bid Size: 2,000		 3.500
Ask Size: 2,000		 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: 3.70
Leverage: Yes

Calculated values

Fair value: 3.09
Intrinsic value: 2.84
Implied volatility: 0.49
Historic volatility: 0.32
Parity: 2.84
Time value: 0.53
Break-even: 130.05
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 1.81%
Delta: 0.84
Theta: -0.04
Omega: 3.13
Rho: 0.31
 

Quote data

Open: 3.110
High: 3.160
Low: 3.110
Previous Close: 3.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -18.81%
3 Months
  -1.25%
YTD  
+86.39%
1 Year  
+75.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.850 3.370
1M High / 1M Low: 4.090 3.310
6M High / 6M Low: 4.430 1.560
High (YTD): 30/05/2024 4.430
Low (YTD): 23/01/2024 1.560
52W High: 30/05/2024 4.430
52W Low: 13/10/2023 0.520
Avg. price 1W:   3.592
Avg. volume 1W:   0.000
Avg. price 1M:   3.690
Avg. volume 1M:   0.000
Avg. price 6M:   3.272
Avg. volume 6M:   0.000
Avg. price 1Y:   2.382
Avg. volume 1Y:   0.000
Volatility 1M:   68.66%
Volatility 6M:   94.23%
Volatility 1Y:   115.96%
Volatility 3Y:   -