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Soc. Generale Call 115 DVA 20.09..../  DE000SQ3HB75  /

Frankfurt Zert./SG
2024-07-30  8:46:07 AM Chg.-0.200 Bid9:03:21 AM Ask9:03:21 AM Underlying Strike price Expiration date Option type
2.310EUR -7.97% 2.350
Bid Size: 2,000		 2.750
Ask Size: 2,000		 DaVita Inc 115.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HB7
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 2.06
Implied volatility: 0.55
Historic volatility: 0.32
Parity: 2.06
Time value: 0.32
Break-even: 129.76
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 1.71%
Delta: 0.83
Theta: -0.07
Omega: 4.44
Rho: 0.12
 

Quote data

Open: 2.310
High: 2.310
Low: 2.310
Previous Close: 2.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.48%
1 Month
  -7.60%
3 Months
  -17.50%
YTD  
+128.71%
1 Year  
+131.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 2.390
1M High / 1M Low: 2.780 2.270
6M High / 6M Low: 3.340 1.050
High (YTD): 2024-05-30 3.340
Low (YTD): 2024-01-23 0.880
52W High: 2024-05-30 3.340
52W Low: 2023-10-13 0.260
Avg. price 1W:   2.618
Avg. volume 1W:   0.000
Avg. price 1M:   2.472
Avg. volume 1M:   0.000
Avg. price 6M:   2.405
Avg. volume 6M:   0.000
Avg. price 1Y:   1.649
Avg. volume 1Y:   0.000
Volatility 1M:   102.69%
Volatility 6M:   128.50%
Volatility 1Y:   146.75%
Volatility 3Y:   -