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

Frankfurt Zert./SG
2024-05-02  9:35:12 PM Chg.+0.240 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.910EUR +14.37% 1.910
Bid Size: 5,000		 1.940
Ask Size: 5,000		 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: 7.37
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 1.38
Implied volatility: 0.48
Historic volatility: 0.34
Parity: 1.38
Time value: 0.39
Break-even: 134.34
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.72%
Delta: 0.77
Theta: -0.08
Omega: 5.69
Rho: 0.11
 

Quote data

Open: 1.630
High: 1.950
Low: 1.630
Previous Close: 1.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.39%
1 Month  
+28.19%
3 Months  
+241.07%
YTD  
+297.92%
1 Year  
+365.85%
3 Years     -
5 Years     -
1W High / 1W Low: 1.670 1.270
1M High / 1M Low: 1.670 0.910
6M High / 6M Low: 1.930 0.170
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:   1.470
Avg. volume 1W:   0.000
Avg. price 1M:   1.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.847
Avg. volume 6M:   0.000
Avg. price 1Y:   0.666
Avg. volume 1Y:   0.000
Volatility 1M:   155.63%
Volatility 6M:   182.35%
Volatility 1Y:   204.58%
Volatility 3Y:   -