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

Frankfurt Zert./SG
8/2/2024  10:59:52 AM Chg.-0.080 Bid11:11:50 AM Ask11:11:50 AM Underlying Strike price Expiration date Option type
3.010EUR -2.59% 2.990
Bid Size: 2,000		 3.260
Ask Size: 2,000		 DaVita Inc 110.00 - 12/20/2024 Call
 

Master data

WKN: SQ8SFM
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 12/20/2024
Issue date: 2/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.09
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 1.75
Implied volatility: 0.70
Historic volatility: 0.32
Parity: 1.75
Time value: 1.37
Break-even: 141.20
Moneyness: 1.16
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 1.30%
Delta: 0.72
Theta: -0.07
Omega: 2.95
Rho: 0.23
 

Quote data

Open: 2.920
High: 3.010
Low: 2.920
Previous Close: 3.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.22%
1 Month
  -6.23%
3 Months
  -20.16%
YTD  
+104.76%
1 Year  
+102.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.260 2.990
1M High / 1M Low: 3.520 2.980
6M High / 6M Low: 4.030 1.710
High (YTD): 5/30/2024 4.030
Low (YTD): 1/23/2024 1.340
52W High: 5/30/2024 4.030
52W Low: 10/13/2023 0.430
Avg. price 1W:   3.090
Avg. volume 1W:   0.000
Avg. price 1M:   3.165
Avg. volume 1M:   0.000
Avg. price 6M:   3.109
Avg. volume 6M:   0.000
Avg. price 1Y:   2.198
Avg. volume 1Y:   0.000
Volatility 1M:   84.77%
Volatility 6M:   101.26%
Volatility 1Y:   122.85%
Volatility 3Y:   -