Soc. Generale Call 120 DVA 20.09.2024
/ DE000SQ3HB83
Soc. Generale Call 120 DVA 20.09..../ DE000SQ3HB83 /
02/08/2024 10:59:03 |
Chg.-0.090 |
Bid11:15:38 |
Ask11:15:38 |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
-4.64% |
1.830 Bid Size: 3,000 |
2.090 Ask Size: 3,000 |
DaVita Inc |
120.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SQ3HB8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 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: |
6.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.76 |
Intrinsic value: |
1.62 |
Implied volatility: |
0.51 |
Historic volatility: |
0.32 |
Parity: |
1.62 |
Time value: |
0.34 |
Break-even: |
130.85 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
2.08% |
Delta: |
0.80 |
Theta: |
-0.07 |
Omega: |
5.23 |
Rho: |
0.11 |
Quote data
Open: |
1.770 |
High: |
1.850 |
Low: |
1.770 |
Previous Close: |
1.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.42% |
1 Month |
|
|
-12.32% |
3 Months |
|
|
-31.99% |
YTD |
|
|
+117.65% |
1 Year |
|
|
+103.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.130 |
1.870 |
1M High / 1M Low: |
2.390 |
1.870 |
6M High / 6M Low: |
2.930 |
0.990 |
High (YTD): |
30/05/2024 |
2.930 |
Low (YTD): |
23/01/2024 |
0.720 |
52W High: |
30/05/2024 |
2.930 |
52W Low: |
13/10/2023 |
0.220 |
Avg. price 1W: |
|
1.968 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.418 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
124.16% |
Volatility 6M: |
|
141.83% |
Volatility 1Y: |
|
156.24% |
Volatility 3Y: |
|
- |