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

Frankfurt Zert./SG
2024-06-28  9:48:04 PM Chg.-0.260 Bid9:59:27 PM Ask- Underlying Strike price Expiration date Option type
4.820EUR -5.12% 4.830
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 90.00 USD 2024-12-20 Call
 

Master data

WKN: SQ497G
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 2.67
Leverage: Yes

Calculated values

Fair value: 4.70
Intrinsic value: 4.53
Implied volatility: 0.51
Historic volatility: 0.32
Parity: 4.53
Time value: 0.32
Break-even: 132.50
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.03
Omega: 2.47
Rho: 0.34
 

Quote data

Open: 4.800
High: 5.060
Low: 4.760
Previous Close: 5.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.02%
1 Month
  -14.54%
3 Months  
+2.99%
YTD  
+94.35%
1 Year  
+95.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.350 4.820
1M High / 1M Low: 5.640 4.820
6M High / 6M Low: 5.650 2.380
High (YTD): 2024-05-29 5.650
Low (YTD): 2024-01-23 2.380
52W High: 2024-05-29 5.650
52W Low: 2023-10-13 0.870
Avg. price 1W:   5.114
Avg. volume 1W:   0.000
Avg. price 1M:   5.200
Avg. volume 1M:   0.000
Avg. price 6M:   4.201
Avg. volume 6M:   0.000
Avg. price 1Y:   3.189
Avg. volume 1Y:   0.000
Volatility 1M:   44.99%
Volatility 6M:   79.07%
Volatility 1Y:   99.79%
Volatility 3Y:   -