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Soc. Generale Call 70 DVA 20.12.2.../  DE000SQ497C5  /

Frankfurt Zert./SG
02/08/2024  12:11:09 Chg.-0.290 Bid12:40:32 Ask- Underlying Strike price Expiration date Option type
6.110EUR -4.53% 6.090
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 70.00 USD 20/12/2024 Call
 

Master data

WKN: SQ497C
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/12/2024
Issue date: 09/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 6.35
Intrinsic value: 6.26
Implied volatility: 0.57
Historic volatility: 0.32
Parity: 6.26
Time value: 0.12
Break-even: 128.70
Moneyness: 1.96
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 1.96
Rho: 0.24
 

Quote data

Open: 6.010
High: 6.150
Low: 6.010
Previous Close: 6.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.23%
1 Month
  -6.72%
3 Months
  -13.21%
YTD  
+61.64%
1 Year  
+62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.520 6.270
1M High / 1M Low: 6.870 6.090
6M High / 6M Low: 7.360 4.240
High (YTD): 29/05/2024 7.360
Low (YTD): 23/01/2024 3.730
52W High: 29/05/2024 7.360
52W Low: 13/10/2023 1.690
Avg. price 1W:   6.372
Avg. volume 1W:   0.000
Avg. price 1M:   6.449
Avg. volume 1M:   0.000
Avg. price 6M:   6.229
Avg. volume 6M:   0.000
Avg. price 1Y:   4.828
Avg. volume 1Y:   0.000
Volatility 1M:   52.15%
Volatility 6M:   61.11%
Volatility 1Y:   77.34%
Volatility 3Y:   -