Soc. Generale Call 125 DVA 20.09.2024
/ DE000SQ3J6L4
Soc. Generale Call 125 DVA 20.09..../ DE000SQ3J6L4 /
| 7/30/2024 9:39:30 AM |
Chg.+0.10 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+6.62% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
125.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SQ3J6L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/28/2022 |
| Last trading day: |
9/19/2024 |
| 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: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.42% |
| 1 Month |
|
|
-14.36% |
| 3 Months |
|
|
-14.81% |
| YTD |
|
|
+130.00% |
| 1 Year |
|
|
+130.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.51 |
| 1M High / 1M Low: |
1.99 |
1.40 |
| 6M High / 6M Low: |
2.42 |
0.71 |
| High (YTD): |
5/3/2024 |
2.42 |
| Low (YTD): |
1/23/2024 |
0.59 |
| 52W High: |
5/3/2024 |
2.42 |
| 52W Low: |
10/13/2023 |
0.18 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
172.72% |
| Volatility 6M: |
|
157.84% |
| Volatility 1Y: |
|
163.73% |
| Volatility 3Y: |
|
- |
