Soc. Generale Call 75 DVA 20.12.2024
/ DE000SQ497D3
Soc. Generale Call 75 DVA 20.12.2.../ DE000SQ497D3 /
2024-07-29 9:00:03 AM |
Chg.-0.49 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.59EUR |
-8.06% |
- Bid Size: - |
- Ask Size: - |
DaVita Inc |
75.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ497D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 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: |
2.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.85 |
Intrinsic value: |
5.75 |
Implied volatility: |
0.54 |
Historic volatility: |
0.32 |
Parity: |
5.75 |
Time value: |
0.14 |
Break-even: |
128.01 |
Moneyness: |
1.83 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.10 |
Rho: |
0.26 |
Quote data
Open: |
5.59 |
High: |
5.59 |
Low: |
5.59 |
Previous Close: |
6.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.29% |
1 Month |
|
|
-8.36% |
3 Months |
|
|
-4.28% |
YTD |
|
|
+63.45% |
1 Year |
|
|
+71.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.19 |
5.59 |
1M High / 1M Low: |
6.19 |
5.44 |
6M High / 6M Low: |
6.58 |
3.67 |
High (YTD): |
2024-06-03 |
6.58 |
Low (YTD): |
2024-01-24 |
3.37 |
52W High: |
2024-06-03 |
6.58 |
52W Low: |
2023-10-13 |
1.46 |
Avg. price 1W: |
|
5.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.28 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
56.26% |
Volatility 6M: |
|
63.74% |
Volatility 1Y: |
|
79.70% |
Volatility 3Y: |
|
- |