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

Frankfurt Zert./SG
8/14/2024  10:05:21 AM Chg.-0.400 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
3.650EUR -9.88% 4.220
Bid Size: 2,000		 -
Ask Size: -		 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: 3.33
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: 3.650
High: 3.650
Low: 3.650
Previous Close: 4.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.24%
1 Month
  -5.19%
3 Months  
+2.82%
YTD  
+115.98%
1 Year  
+84.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.050 3.140
1M High / 1M Low: 4.050 3.140
6M High / 6M Low: 4.430 2.560
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:   3.610
Avg. volume 1W:   0.000
Avg. price 1M:   3.562
Avg. volume 1M:   0.000
Avg. price 6M:   3.558
Avg. volume 6M:   0.000
Avg. price 1Y:   2.521
Avg. volume 1Y:   0.000
Volatility 1M:   94.68%
Volatility 6M:   89.31%
Volatility 1Y:   114.13%
Volatility 3Y:   -