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

Frankfurt Zert./SG
8/15/2024  6:18:28 PM Chg.+0.130 Bid6:25:47 PM Ask- Underlying Strike price Expiration date Option type
6.000EUR +2.21% 5.990
Bid Size: 10,000		 -
Ask Size: -		 DaVita Inc 85.00 USD 12/20/2024 Call
 

Master data

WKN: SQ497F
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 12/20/2024
Issue date: 12/9/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 5.90
Intrinsic value: 5.80
Implied volatility: 0.51
Historic volatility: 0.31
Parity: 5.80
Time value: 0.13
Break-even: 136.49
Moneyness: 1.75
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.24
Rho: 0.25
 

Quote data

Open: 5.560
High: 6.130
Low: 5.560
Previous Close: 5.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.81%
1 Month  
+20.97%
3 Months  
+15.38%
YTD  
+115.83%
1 Year  
+98.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.870 5.050
1M High / 1M Low: 5.870 4.680
6M High / 6M Low: 6.060 3.920
High (YTD): 5/30/2024 6.060
Low (YTD): 1/23/2024 2.700
52W High: 5/30/2024 6.060
52W Low: 10/13/2023 1.030
Avg. price 1W:   5.492
Avg. volume 1W:   0.000
Avg. price 1M:   5.213
Avg. volume 1M:   0.000
Avg. price 6M:   5.116
Avg. volume 6M:   0.000
Avg. price 1Y:   3.807
Avg. volume 1Y:   0.000
Volatility 1M:   69.82%
Volatility 6M:   67.76%
Volatility 1Y:   92.57%
Volatility 3Y:   -