Soc. Generale Call 115 DVA 20.09.2024
/ DE000SQ3HB75
Soc. Generale Call 115 DVA 20.09..../ DE000SQ3HB75 /
7/31/2024 8:57:01 AM |
Chg.-0.120 |
Bid9:50:42 AM |
Ask9:50:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.160EUR |
-5.26% |
2.200 Bid Size: 2,000 |
2.540 Ask Size: 2,000 |
DaVita Inc |
115.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SQ3HB7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/27/2022 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.32 |
Intrinsic value: |
2.23 |
Implied volatility: |
0.56 |
Historic volatility: |
0.32 |
Parity: |
2.23 |
Time value: |
0.29 |
Break-even: |
131.49 |
Moneyness: |
1.21 |
Premium: |
0.02 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.05 |
Spread %: |
2.02% |
Delta: |
0.85 |
Theta: |
-0.07 |
Omega: |
4.34 |
Rho: |
0.12 |
Quote data
Open: |
2.150 |
High: |
2.160 |
Low: |
2.150 |
Previous Close: |
2.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.30% |
1 Month |
|
|
-13.60% |
3 Months |
|
|
-22.86% |
YTD |
|
|
+113.86% |
1 Year |
|
|
+111.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.780 |
2.280 |
1M High / 1M Low: |
2.780 |
2.270 |
6M High / 6M Low: |
3.340 |
1.080 |
High (YTD): |
5/30/2024 |
3.340 |
Low (YTD): |
1/23/2024 |
0.880 |
52W High: |
5/30/2024 |
3.340 |
52W Low: |
10/13/2023 |
0.260 |
Avg. price 1W: |
|
2.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.464 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.414 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.651 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
105.07% |
Volatility 6M: |
|
129.25% |
Volatility 1Y: |
|
146.79% |
Volatility 3Y: |
|
- |