Soc. Generale Call 70 DVA 20.12.2024
/ DE000SQ497C5
Soc. Generale Call 70 DVA 20.12.2.../ DE000SQ497C5 /
2024-07-29 9:48:12 PM |
Chg.+0.140 |
Bid9:59:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.520EUR |
+2.19% |
- Bid Size: - |
- Ask Size: - |
DaVita Inc |
70.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ497C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.30 |
Intrinsic value: |
6.21 |
Implied volatility: |
0.52 |
Historic volatility: |
0.32 |
Parity: |
6.21 |
Time value: |
0.11 |
Break-even: |
127.70 |
Moneyness: |
1.96 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
1.98 |
Rho: |
0.24 |
Quote data
Open: |
6.020 |
High: |
6.560 |
Low: |
6.010 |
Previous Close: |
6.380 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-3.55% |
1 Month |
|
|
-0.61% |
3 Months |
|
|
-2.83% |
YTD |
|
|
+72.49% |
1 Year |
|
|
+80.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.870 |
6.380 |
1M High / 1M Low: |
6.870 |
6.090 |
6M High / 6M Low: |
7.360 |
4.020 |
High (YTD): |
2024-05-29 |
7.360 |
Low (YTD): |
2024-01-23 |
3.730 |
52W High: |
2024-05-29 |
7.360 |
52W Low: |
2023-10-13 |
1.690 |
Avg. price 1W: |
|
6.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.476 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.178 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.802 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
53.00% |
Volatility 6M: |
|
61.75% |
Volatility 1Y: |
|
77.38% |
Volatility 3Y: |
|
- |