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

Frankfurt Zert./SG
06/09/2024  21:36:13 Chg.+0.150 Bid21:58:14 Ask- Underlying Strike price Expiration date Option type
5.130EUR +3.01% 5.110
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: 2.67
Leverage: Yes

Calculated values

Fair value: 5.05
Intrinsic value: 4.96
Implied volatility: 0.45
Historic volatility: 0.30
Parity: 4.96
Time value: 0.11
Break-even: 136.40
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 2.62
Rho: 0.23
 

Quote data

Open: 4.590
High: 5.180
Low: 4.470
Previous Close: 4.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.14%
3 Months  
+5.99%
YTD  
+133.18%
1 Year  
+185.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.230 4.910
1M High / 1M Low: 5.620 4.200
6M High / 6M Low: 5.620 3.630
High (YTD): 26/08/2024 5.620
Low (YTD): 23/01/2024 2.090
52W High: 26/08/2024 5.620
52W Low: 13/10/2023 0.730
Avg. price 1W:   5.094
Avg. volume 1W:   0.000
Avg. price 1M:   5.034
Avg. volume 1M:   0.000
Avg. price 6M:   4.511
Avg. volume 6M:   0.000
Avg. price 1Y:   3.340
Avg. volume 1Y:   0.000
Volatility 1M:   72.37%
Volatility 6M:   72.03%
Volatility 1Y:   101.28%
Volatility 3Y:   -