Soc. Generale Call 105 DVA 20.12.2024
/ DE000SQ8JTY3
Soc. Generale Call 105 DVA 20.12..../ DE000SQ8JTY3 /
| 15/07/2024 08:39:13 |
Chg.+0.06 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
+1.73% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
3.36 |
| Time value: |
0.47 |
| Break-even: |
134.76 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
1.86% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
2.95 |
| Rho: |
0.32 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.98% |
| 1 Month |
|
|
-5.38% |
| 3 Months |
|
|
+16.56% |
| YTD |
|
|
+110.78% |
| 1 Year |
|
|
+98.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.52 |
3.26 |
| 1M High / 1M Low: |
3.86 |
3.17 |
| 6M High / 6M Low: |
4.18 |
1.58 |
| High (YTD): |
03/06/2024 |
4.18 |
| Low (YTD): |
24/01/2024 |
1.58 |
| 52W High: |
03/06/2024 |
4.18 |
| 52W Low: |
12/10/2023 |
0.51 |
| Avg. price 1W: |
|
3.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.37% |
| Volatility 6M: |
|
87.03% |
| Volatility 1Y: |
|
111.97% |
| Volatility 3Y: |
|
- |
