Soc. Generale Call 85 DVA 20.12.2024
/ DE000SQ497F8
Soc. Generale Call 85 DVA 20.12.2.../ DE000SQ497F8 /
| 2024-07-08 9:41:09 PM |
Chg.+0.120 |
Bid9:59:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.080EUR |
+2.42% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SQ497F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
4.75 |
| Time value: |
0.21 |
| Break-even: |
128.12 |
| Moneyness: |
1.61 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.43 |
| Rho: |
0.32 |
Quote data
| Open: |
4.600 |
| High: |
5.120 |
| Low: |
4.600 |
| Previous Close: |
4.960 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.87% |
| 1 Month |
|
|
-10.25% |
| 3 Months |
|
|
+2.63% |
| YTD |
|
|
+82.73% |
| 1 Year |
|
|
+69.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.230 |
4.810 |
| 1M High / 1M Low: |
5.790 |
4.810 |
| 6M High / 6M Low: |
6.060 |
2.700 |
| High (YTD): |
2024-05-30 |
6.060 |
| Low (YTD): |
2024-01-23 |
2.700 |
| 52W High: |
2024-05-30 |
6.060 |
| 52W Low: |
2023-10-13 |
1.030 |
| Avg. price 1W: |
|
4.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.665 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.569 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.36% |
| Volatility 6M: |
|
73.17% |
| Volatility 1Y: |
|
93.60% |
| Volatility 3Y: |
|
- |
