Soc. Generale Call 90 DVA 20.12.2024
/ DE000SQ497G6
Soc. Generale Call 90 DVA 20.12.2.../ DE000SQ497G6 /
8/16/2024 9:43:45 PM |
Chg.+0.020 |
Bid9:59:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.620EUR |
+0.36% |
5.590 Bid Size: 2,000 |
- Ask Size: - |
DaVita Inc |
90.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ497G |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DaVita Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/9/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.57 |
Intrinsic value: |
5.46 |
Implied volatility: |
0.47 |
Historic volatility: |
0.31 |
Parity: |
5.46 |
Time value: |
0.14 |
Break-even: |
138.02 |
Moneyness: |
1.67 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
2.39 |
Rho: |
0.27 |
Quote data
Open: |
5.250 |
High: |
5.680 |
Low: |
5.250 |
Previous Close: |
5.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.12% |
1 Month |
|
|
+21.91% |
3 Months |
|
|
+20.34% |
YTD |
|
|
+126.61% |
1 Year |
|
|
+107.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.600 |
4.840 |
1M High / 1M Low: |
5.600 |
4.280 |
6M High / 6M Low: |
5.650 |
3.610 |
High (YTD): |
5/29/2024 |
5.650 |
Low (YTD): |
1/23/2024 |
2.380 |
52W High: |
5/29/2024 |
5.650 |
52W Low: |
10/13/2023 |
0.870 |
Avg. price 1W: |
|
5.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.840 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.729 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.475 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
76.03% |
Volatility 6M: |
|
72.30% |
Volatility 1Y: |
|
98.99% |
Volatility 3Y: |
|
- |