Soc. Generale Call 85 DVA 20.09.2024
/ DE000SQ3PHM1
Soc. Generale Call 85 DVA 20.09.2.../ DE000SQ3PHM1 /
| 2024-06-27 8:24:54 AM |
Chg.-0.11 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.09EUR |
-2.12% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ3PHM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
5.35 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.32 |
| Parity: |
5.35 |
| Time value: |
0.08 |
| Break-even: |
133.89 |
| Moneyness: |
1.67 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.43 |
| Rho: |
0.18 |
Quote data
| Open: |
5.09 |
| High: |
5.09 |
| Low: |
5.09 |
| Previous Close: |
5.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.17% |
| 1 Month |
|
|
+7.38% |
| 3 Months |
|
|
+8.07% |
| YTD |
|
|
+100.39% |
| 1 Year |
|
|
+118.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.25 |
4.90 |
| 1M High / 1M Low: |
5.63 |
4.64 |
| 6M High / 6M Low: |
5.63 |
2.45 |
| High (YTD): |
2024-06-03 |
5.63 |
| Low (YTD): |
2024-01-24 |
2.45 |
| 52W High: |
2024-06-03 |
5.63 |
| 52W Low: |
2023-10-12 |
0.85 |
| Avg. price 1W: |
|
5.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
61.85% |
| Volatility 6M: |
|
76.83% |
| Volatility 1Y: |
|
100.83% |
| Volatility 3Y: |
|
- |
