OverviewChartNewsTraderScreen

Soc. Generale Call 90 DVA 20.12.2.../  DE000SQ497G6  /

Frankfurt Zert./SG
02/08/2024  12:18:49 Chg.-0.190 Bid12:34:12 Ask- Underlying Strike price Expiration date Option type
4.460EUR -4.09% 4.410
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 90.00 USD 20/12/2024 Call
 

Master data

WKN: SQ497G
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 2.73
Leverage: Yes

Calculated values

Fair value: 4.53
Intrinsic value: 4.41
Implied volatility: 0.54
Historic volatility: 0.32
Parity: 4.41
Time value: 0.26
Break-even: 130.14
Moneyness: 1.53
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.03
Omega: 2.54
Rho: 0.28
 

Quote data

Open: 4.360
High: 4.470
Low: 4.360
Previous Close: 4.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.70%
1 Month
  -6.89%
3 Months
  -16.32%
YTD  
+79.84%
1 Year  
+79.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.820 4.560
1M High / 1M Low: 5.140 4.410
6M High / 6M Low: 5.650 2.840
High (YTD): 29/05/2024 5.650
Low (YTD): 23/01/2024 2.380
52W High: 29/05/2024 5.650
52W Low: 13/10/2023 0.870
Avg. price 1W:   4.662
Avg. volume 1W:   0.000
Avg. price 1M:   4.732
Avg. volume 1M:   0.000
Avg. price 6M:   4.587
Avg. volume 6M:   0.000
Avg. price 1Y:   3.394
Avg. volume 1Y:   0.000
Volatility 1M:   68.93%
Volatility 6M:   79.62%
Volatility 1Y:   100.30%
Volatility 3Y:   -