Soc. Generale Call 95 DVA 20.12.2024
/ DE000SQ497H4
Soc. Generale Call 95 DVA 20.12.2.../ DE000SQ497H4 /
| 7/31/2024 8:57:44 AM |
Chg.-0.16 |
Bid7:23:43 PM |
Ask7:23:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
-3.89% |
4.05
Bid Size: 10,000 |
-
Ask Size: - |
DaVita Inc |
95.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SQ497H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/9/2022 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.83 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
3.83 |
| Time value: |
0.26 |
| Break-even: |
128.74 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.49% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.86 |
| Rho: |
0.30 |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
3.95 |
| Previous Close: |
4.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.06% |
| 1 Month |
|
|
-10.43% |
| 3 Months |
|
|
-7.71% |
| YTD |
|
|
+81.19% |
| 1 Year |
|
|
+87.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.50 |
4.00 |
| 1M High / 1M Low: |
4.50 |
3.83 |
| 6M High / 6M Low: |
4.92 |
2.39 |
| High (YTD): |
6/3/2024 |
4.92 |
| Low (YTD): |
1/24/2024 |
2.09 |
| 52W High: |
6/3/2024 |
4.92 |
| 52W Low: |
10/13/2023 |
0.74 |
| Avg. price 1W: |
|
4.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
68.97% |
| Volatility 6M: |
|
78.57% |
| Volatility 1Y: |
|
99.68% |
| Volatility 3Y: |
|
- |
