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Soc. Generale Call 75 DVA 20.12.2.../  DE000SQ497D3  /

Frankfurt Zert./SG
02/08/2024  08:45:08 Chg.-0.390 Bid09:21:03 Ask- Underlying Strike price Expiration date Option type
5.580EUR -6.53% 5.590
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 75.00 USD 20/12/2024 Call
 

Master data

WKN: SQ497D
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 75.00 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: 2.16
Leverage: Yes

Calculated values

Fair value: 5.79
Intrinsic value: 5.69
Implied volatility: 0.58
Historic volatility: 0.32
Parity: 5.69
Time value: 0.16
Break-even: 127.79
Moneyness: 1.82
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 2.09
Rho: 0.25
 

Quote data

Open: 5.580
High: 5.580
Low: 5.580
Previous Close: 5.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.90%
1 Month
  -8.22%
3 Months
  -15.58%
YTD  
+62.21%
1 Year  
+63.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.110 5.810
1M High / 1M Low: 6.440 5.660
6M High / 6M Low: 6.920 3.880
High (YTD): 29/05/2024 6.920
Low (YTD): 24/01/2024 3.380
52W High: 29/05/2024 6.920
52W Low: 13/10/2023 1.440
Avg. price 1W:   5.930
Avg. volume 1W:   0.000
Avg. price 1M:   6.008
Avg. volume 1M:   0.000
Avg. price 6M:   5.807
Avg. volume 6M:   0.000
Avg. price 1Y:   4.451
Avg. volume 1Y:   0.000
Volatility 1M:   57.89%
Volatility 6M:   65.21%
Volatility 1Y:   82.98%
Volatility 3Y:   -