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Soc. Generale Call 125 DVA 20.09..../  DE000SQ3J6L4  /

Frankfurt Zert./SG
2024-07-30  9:47:59 PM Chg.-0.190 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
1.540EUR -10.98% 1.510
Bid Size: 3,000		 1.550
Ask Size: 3,000		 DaVita Inc 125.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3J6L
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.35
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.31
Implied volatility: 0.50
Historic volatility: 0.32
Parity: 1.31
Time value: 0.44
Break-even: 133.04
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 2.34%
Delta: 0.76
Theta: -0.08
Omega: 5.56
Rho: 0.11
 

Quote data

Open: 1.580
High: 1.630
Low: 1.450
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.95%
1 Month
  -12.50%
3 Months
  -26.67%
YTD  
+120.00%
1 Year  
+120.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.990 1.660
1M High / 1M Low: 1.990 1.530
6M High / 6M Low: 2.550 0.700
High (YTD): 2024-05-30 2.550
Low (YTD): 2024-01-23 0.590
52W High: 2024-05-30 2.550
52W Low: 2023-10-13 0.180
Avg. price 1W:   1.850
Avg. volume 1W:   0.000
Avg. price 1M:   1.713
Avg. volume 1M:   0.000
Avg. price 6M:   1.750
Avg. volume 6M:   19.921
Avg. price 1Y:   1.187
Avg. volume 1Y:   9.922
Volatility 1M:   133.86%
Volatility 6M:   155.93%
Volatility 1Y:   164.89%
Volatility 3Y:   -