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Soc. Generale Call 95 DVA 20.09.2.../  DE000SQ3HB34  /

Frankfurt Zert./SG
7/30/2024  9:56:14 AM Chg.-0.370 Bid10:50:49 AM Ask- Underlying Strike price Expiration date Option type
3.820EUR -8.83% 3.840
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 95.00 USD 9/20/2024 Call
 

Master data

WKN: SQ3HB3
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 9/20/2024
Issue date: 10/27/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 4.13
Intrinsic value: 4.08
Implied volatility: 0.49
Historic volatility: 0.32
Parity: 4.08
Time value: 0.06
Break-even: 129.21
Moneyness: 1.46
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 3.06
Rho: 0.12
 

Quote data

Open: 3.800
High: 3.820
Low: 3.800
Previous Close: 4.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.79%
1 Month
  -8.83%
3 Months
  -12.98%
YTD  
+96.91%
1 Year  
+101.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.480 4.030
1M High / 1M Low: 4.480 3.770
6M High / 6M Low: 5.000 2.070
High (YTD): 5/30/2024 5.000
Low (YTD): 1/23/2024 1.830
52W High: 5/30/2024 5.000
52W Low: 10/13/2023 0.570
Avg. price 1W:   4.306
Avg. volume 1W:   0.000
Avg. price 1M:   4.120
Avg. volume 1M:   0.000
Avg. price 6M:   3.914
Avg. volume 6M:   0.000
Avg. price 1Y:   2.815
Avg. volume 1Y:   0.000
Volatility 1M:   76.02%
Volatility 6M:   92.04%
Volatility 1Y:   115.87%
Volatility 3Y:   -