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Soc. Generale Call 85 DVA 20.09.2.../  DE000SQ3PHM1  /

Frankfurt Zert./SG
28/06/2024  15:57:57 Chg.-0.080 Bid16:53:00 Ask- Underlying Strike price Expiration date Option type
5.280EUR -1.49% 5.330
Bid Size: 10,000		 -
Ask Size: -		 DaVita Inc 85.00 USD 20/09/2024 Call
 

Master data

WKN: SQ3PHM
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 20/09/2024
Issue date: 01/11/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 5.34
Intrinsic value: 5.27
Implied volatility: 0.57
Historic volatility: 0.32
Parity: 5.27
Time value: 0.10
Break-even: 133.08
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 2.41
Rho: 0.17
 

Quote data

Open: 5.060
High: 5.280
Low: 5.000
Previous Close: 5.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -4.35%
3 Months  
+9.77%
YTD  
+106.25%
1 Year  
+121.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.640 5.360
1M High / 1M Low: 5.880 5.120
6M High / 6M Low: 5.880 2.470
High (YTD): 30/05/2024 5.880
Low (YTD): 23/01/2024 2.470
52W High: 30/05/2024 5.880
52W Low: 13/10/2023 0.850
Avg. price 1W:   5.464
Avg. volume 1W:   0.000
Avg. price 1M:   5.490
Avg. volume 1M:   0.000
Avg. price 6M:   4.344
Avg. volume 6M:   0.000
Avg. price 1Y:   3.302
Avg. volume 1Y:   0.000
Volatility 1M:   47.70%
Volatility 6M:   78.04%
Volatility 1Y:   100.53%
Volatility 3Y:   -