Soc. Generale Call 110 DVA 20.09.2024
/ DE000SQ3HB67
Soc. Generale Call 110 DVA 20.09..../ DE000SQ3HB67 /
| 02/08/2024 08:58:05 |
Chg.+0.03 |
Bid13:03:25 |
Ask13:03:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+1.22% |
2.53
Bid Size: 2,000 |
2.94
Ask Size: 2,000 |
DaVita Inc |
110.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ3HB6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/10/2022 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
2.55 |
| Time value: |
0.23 |
| Break-even: |
129.78 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
2.58% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
4.03 |
| Rho: |
0.11 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.65% |
| 1 Month |
|
|
-7.12% |
| 3 Months |
|
|
-20.26% |
| YTD |
|
|
+108.40% |
| 1 Year |
|
|
+93.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.45 |
| 1M High / 1M Low: |
3.00 |
2.41 |
| 6M High / 6M Low: |
3.46 |
1.32 |
| High (YTD): |
03/06/2024 |
3.46 |
| Low (YTD): |
24/01/2024 |
1.08 |
| 52W High: |
03/06/2024 |
3.46 |
| 52W Low: |
13/10/2023 |
0.31 |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
104.74% |
| Volatility 6M: |
|
112.29% |
| Volatility 1Y: |
|
134.11% |
| Volatility 3Y: |
|
- |
