Soc. Generale Call 95 DVA 20.12.2024
/ DE000SQ497H4
Soc. Generale Call 95 DVA 20.12.2.../ DE000SQ497H4 /
| 28/10/2024 09:14:48 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
95.00 - |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
09/12/2022 |
| Last trading day: |
29/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
5.39 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.27 |
| Parity: |
5.39 |
| Time value: |
0.28 |
| Break-even: |
151.70 |
| Moneyness: |
1.57 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.12 |
| Omega: |
2.41 |
| Rho: |
0.08 |
Quote data
| Open: |
5.61 |
| High: |
5.61 |
| Low: |
5.61 |
| Previous Close: |
5.96 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
+28.67% |
| YTD |
|
|
+157.34% |
| 1 Year |
|
|
+309.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.33 |
5.61 |
| 6M High / 6M Low: |
6.33 |
3.57 |
| High (YTD): |
17/10/2024 |
6.33 |
| Low (YTD): |
24/01/2024 |
2.09 |
| 52W High: |
17/10/2024 |
6.33 |
| 52W Low: |
13/11/2023 |
1.37 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.90 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.23% |
| Volatility 6M: |
|
67.05% |
| Volatility 1Y: |
|
73.05% |
| Volatility 3Y: |
|
- |
