Soc. Generale Call 105 DVA 21.06.2024
/ DE000SQ0VZC8
Soc. Generale Call 105 DVA 21.06..../ DE000SQ0VZC8 /
| 2024-05-02 9:38:22 PM |
Chg.+0.310 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.590EUR |
+9.45% |
3.560
Bid Size: 4,000 |
-
Ask Size: - |
DaVita Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ0VZC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 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: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.34 |
| Parity: |
3.24 |
| Time value: |
0.12 |
| Break-even: |
131.57 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
3.66 |
| Rho: |
0.12 |
Quote data
| Open: |
3.050 |
| High: |
3.620 |
| Low: |
3.040 |
| Previous Close: |
3.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.76% |
| 1 Month |
|
|
+18.48% |
| 3 Months |
|
|
+149.31% |
| YTD |
|
|
+214.91% |
| 1 Year |
|
|
+343.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.590 |
2.810 |
| 1M High / 1M Low: |
3.590 |
2.250 |
| 6M High / 6M Low: |
3.590 |
0.370 |
| High (YTD): |
2024-05-02 |
3.590 |
| Low (YTD): |
2024-01-24 |
1.030 |
| 52W High: |
2024-05-02 |
3.590 |
| 52W Low: |
2023-10-13 |
0.250 |
| Avg. price 1W: |
|
3.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.447 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
93.30% |
| Volatility 6M: |
|
133.00% |
| Volatility 1Y: |
|
164.33% |
| Volatility 3Y: |
|
- |
