Soc. Generale Call 95 DVA 20.09.2024
/ DE000SQ3HB34
Soc. Generale Call 95 DVA 20.09.2.../ DE000SQ3HB34 /
| 30/07/2024 21:47:20 |
Chg.-0.260 |
Bid21:59:33 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
-6.21% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
95.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ3HB3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/10/2022 |
| Last trading day: |
19/09/2024 |
| 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: |
4.030 |
| Low: |
3.670 |
| Previous Close: |
4.190 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.28% |
| 1 Month |
|
|
-6.21% |
| 3 Months |
|
|
-10.48% |
| YTD |
|
|
+102.58% |
| 1 Year |
|
|
+103.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.480 |
3.930 |
| 1M High / 1M Low: |
4.480 |
3.770 |
| 6M High / 6M Low: |
5.000 |
2.110 |
| High (YTD): |
30/05/2024 |
5.000 |
| Low (YTD): |
23/01/2024 |
1.830 |
| 52W High: |
30/05/2024 |
5.000 |
| 52W Low: |
13/10/2023 |
0.570 |
| Avg. price 1W: |
|
4.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.929 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.819 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
77.19% |
| Volatility 6M: |
|
92.53% |
| Volatility 1Y: |
|
115.84% |
| Volatility 3Y: |
|
- |
