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Soc. Generale Call 125 DVA 21.06..../  DE000SQ3J6K6  /

Frankfurt Zert./SG
2024-05-20  9:51:40 PM Chg.+0.090 Bid8:03:02 AM Ask8:03:02 AM Underlying Strike price Expiration date Option type
1.580EUR +6.04% 1.370
Bid Size: 5,000		 1.870
Ask Size: 4,000		 DaVita Inc 125.00 USD 2024-06-21 Call
 

Master data

WKN: SQ3J6K
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.30
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.36
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 1.36
Time value: 0.19
Break-even: 130.47
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 3.33%
Delta: 0.84
Theta: -0.07
Omega: 6.94
Rho: 0.08
 

Quote data

Open: 1.320
High: 1.600
Low: 1.310
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.41%
1 Month  
+58.00%
3 Months  
+90.36%
YTD  
+229.17%
1 Year  
+122.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.270
1M High / 1M Low: 1.910 1.230
6M High / 6M Low: 1.930 0.370
High (YTD): 2024-03-12 1.930
Low (YTD): 2024-01-23 0.370
52W High: 2024-03-12 1.930
52W Low: 2023-10-13 0.110
Avg. price 1W:   1.392
Avg. volume 1W:   0.000
Avg. price 1M:   1.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.966
Avg. volume 6M:   0.000
Avg. price 1Y:   0.710
Avg. volume 1Y:   0.000
Volatility 1M:   192.78%
Volatility 6M:   179.29%
Volatility 1Y:   189.07%
Volatility 3Y:   -