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

Frankfurt Zert./SG
05/07/2024  21:41:44 Chg.0.000 Bid21:59:39 Ask21:59:39 Underlying Strike price Expiration date Option type
2.280EUR 0.00% 2.290
Bid Size: 3,000		 2.350
Ask Size: 3,000		 DaVita Inc 115.00 USD 20/09/2024 Call
 

Master data

WKN: SQ3HB7
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 115.00 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: 5.38
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 1.98
Implied volatility: 0.47
Historic volatility: 0.32
Parity: 1.98
Time value: 0.36
Break-even: 129.49
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 2.63%
Delta: 0.83
Theta: -0.05
Omega: 4.44
Rho: 0.17
 

Quote data

Open: 2.290
High: 2.440
Low: 2.250
Previous Close: 2.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.80%
1 Month
  -21.92%
3 Months
  -5.79%
YTD  
+125.74%
1 Year  
+90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 2.280
1M High / 1M Low: 2.990 2.280
6M High / 6M Low: 3.340 0.880
High (YTD): 30/05/2024 3.340
Low (YTD): 23/01/2024 0.880
52W High: 30/05/2024 3.340
52W Low: 13/10/2023 0.260
Avg. price 1W:   2.386
Avg. volume 1W:   0.000
Avg. price 1M:   2.689
Avg. volume 1M:   0.000
Avg. price 6M:   2.222
Avg. volume 6M:   0.000
Avg. price 1Y:   1.563
Avg. volume 1Y:   0.000
Volatility 1M:   69.50%
Volatility 6M:   127.49%
Volatility 1Y:   145.85%
Volatility 3Y:   -