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Soc. Generale Call 110 DVA 20.12..../  DE000SQ8SFM8  /

Frankfurt Zert./SG
2024-07-05  9:38:01 PM Chg.0.000 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
2.980EUR 0.00% 2.990
Bid Size: 3,000		 3.050
Ask Size: 3,000		 DaVita Inc 110.00 - 2024-12-20 Call
 

Master data

WKN: SQ8SFM
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-20
Issue date: 2023-02-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.14
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 1.59
Implied volatility: 0.65
Historic volatility: 0.32
Parity: 1.59
Time value: 1.45
Break-even: 140.40
Moneyness: 1.14
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 2.01%
Delta: 0.71
Theta: -0.06
Omega: 2.96
Rho: 0.27
 

Quote data

Open: 2.980
High: 3.120
Low: 2.960
Previous Close: 2.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.17%
1 Month
  -18.58%
3 Months
  -2.93%
YTD  
+102.72%
1 Year  
+81.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.290 2.980
1M High / 1M Low: 3.730 2.980
6M High / 6M Low: 4.030 1.340
High (YTD): 2024-05-30 4.030
Low (YTD): 2024-01-23 1.340
52W High: 2024-05-30 4.030
52W Low: 2023-10-13 0.430
Avg. price 1W:   3.094
Avg. volume 1W:   0.000
Avg. price 1M:   3.414
Avg. volume 1M:   0.000
Avg. price 6M:   2.862
Avg. volume 6M:   0.000
Avg. price 1Y:   2.078
Avg. volume 1Y:   0.000
Volatility 1M:   56.01%
Volatility 6M:   101.00%
Volatility 1Y:   122.41%
Volatility 3Y:   -