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Soc. Generale Call 95 DVA 20.12.2.../  DE000SQ497H4  /

Frankfurt Zert./SG
09/07/2024  08:56:06 Chg.-0.260 Bid09:29:09 Ask- Underlying Strike price Expiration date Option type
3.970EUR -6.15% 3.960
Bid Size: 2,000		 -
Ask Size: -		 DaVita Inc 95.00 USD 20/12/2024 Call
 

Master data

WKN: SQ497H
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 3.04
Leverage: Yes

Calculated values

Fair value: 4.00
Intrinsic value: 3.83
Implied volatility: 0.46
Historic volatility: 0.32
Parity: 3.83
Time value: 0.31
Break-even: 129.15
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.03
Omega: 2.79
Rho: 0.34
 

Quote data

Open: 3.980
High: 3.980
Low: 3.970
Previous Close: 4.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.36%
1 Month
  -17.98%
3 Months
  -5.25%
YTD  
+80.45%
1 Year  
+65.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.380 4.030
1M High / 1M Low: 4.940 4.030
6M High / 6M Low: 5.230 2.090
High (YTD): 30/05/2024 5.230
Low (YTD): 23/01/2024 2.090
52W High: 30/05/2024 5.230
52W Low: 13/10/2023 0.730
Avg. price 1W:   4.172
Avg. volume 1W:   0.000
Avg. price 1M:   4.557
Avg. volume 1M:   0.000
Avg. price 6M:   3.911
Avg. volume 6M:   0.000
Avg. price 1Y:   2.925
Avg. volume 1Y:   0.000
Volatility 1M:   53.62%
Volatility 6M:   83.36%
Volatility 1Y:   103.84%
Volatility 3Y:   -