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Soc. Generale Call 85 DVA 20.12.2.../  DE000SQ497F8  /

Frankfurt Zert./SG
28/06/2024  15:14:47 Chg.-0.330 Bid15:20:18 Ask- Underlying Strike price Expiration date Option type
5.180EUR -5.99% 5.190
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 85.00 USD 20/12/2024 Call
 

Master data

WKN: SQ497F
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 85.00 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: 2.38
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 5.27
Implied volatility: 0.54
Historic volatility: 0.32
Parity: 5.27
Time value: 0.27
Break-even: 134.78
Moneyness: 1.66
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.02
Omega: 2.26
Rho: 0.33
 

Quote data

Open: 5.230
High: 5.330
Low: 5.180
Previous Close: 5.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.80%
1 Month
  -9.28%
3 Months  
+2.78%
YTD  
+86.33%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.790 5.510
1M High / 1M Low: 6.060 5.300
6M High / 6M Low: 6.060 2.700
High (YTD): 30/05/2024 6.060
Low (YTD): 23/01/2024 2.700
52W High: 30/05/2024 6.060
52W Low: 13/10/2023 1.030
Avg. price 1W:   5.628
Avg. volume 1W:   0.000
Avg. price 1M:   5.665
Avg. volume 1M:   0.000
Avg. price 6M:   4.548
Avg. volume 6M:   0.000
Avg. price 1Y:   3.503
Avg. volume 1Y:   0.000
Volatility 1M:   45.50%
Volatility 6M:   72.42%
Volatility 1Y:   93.12%
Volatility 3Y:   -