Soc. Generale Call 100 DVA 21.06.2024
/ DE000SQ0VZB0
Soc. Generale Call 100 DVA 21.06..../ DE000SQ0VZB0 /
| 2024-05-02 9:42:22 PM |
Chg.+0.310 |
Bid9:59:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.020EUR |
+8.36% |
4.020
Bid Size: 4,000 |
-
Ask Size: - |
DaVita Inc |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ0VZB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.34 |
| Parity: |
3.71 |
| Time value: |
0.09 |
| Break-even: |
131.31 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.31 |
| Rho: |
0.12 |
Quote data
| Open: |
3.480 |
| High: |
4.060 |
| Low: |
3.480 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.42% |
| 1 Month |
|
|
+19.29% |
| 3 Months |
|
|
+131.03% |
| YTD |
|
|
+187.14% |
| 1 Year |
|
|
+310.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.710 |
3.180 |
| 1M High / 1M Low: |
3.710 |
2.650 |
| 6M High / 6M Low: |
3.830 |
0.460 |
| High (YTD): |
2024-03-12 |
3.830 |
| Low (YTD): |
2024-01-23 |
1.270 |
| 52W High: |
2024-03-12 |
3.830 |
| 52W Low: |
2023-10-13 |
0.310 |
| Avg. price 1W: |
|
3.445 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.695 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
84.52% |
| Volatility 6M: |
|
125.29% |
| Volatility 1Y: |
|
156.20% |
| Volatility 3Y: |
|
- |
