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

Frankfurt Zert./SG
06/09/2024  21:49:50 Chg.+0.180 Bid21:59:36 Ask- Underlying Strike price Expiration date Option type
3.900EUR +4.84% 3.870
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 110.00 - 20/12/2024 Call
 

Master data

WKN: SQ8SFM
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 20/12/2024
Issue date: 07/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 2.53
Implied volatility: 0.88
Historic volatility: 0.30
Parity: 2.53
Time value: 1.30
Break-even: 148.30
Moneyness: 1.23
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.10
Omega: 2.67
Rho: 0.18
 

Quote data

Open: 3.440
High: 3.970
Low: 3.330
Previous Close: 3.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.78%
1 Month  
+28.71%
3 Months  
+6.56%
YTD  
+165.31%
1 Year  
+236.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.970 3.710
1M High / 1M Low: 4.320 3.030
6M High / 6M Low: 4.320 2.580
High (YTD): 26/08/2024 4.320
Low (YTD): 23/01/2024 1.340
52W High: 26/08/2024 4.320
52W Low: 13/10/2023 0.430
Avg. price 1W:   3.854
Avg. volume 1W:   0.000
Avg. price 1M:   3.805
Avg. volume 1M:   0.000
Avg. price 6M:   3.365
Avg. volume 6M:   0.000
Avg. price 1Y:   2.417
Avg. volume 1Y:   0.000
Volatility 1M:   79.68%
Volatility 6M:   86.75%
Volatility 1Y:   119.21%
Volatility 3Y:   -