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Soc. Generale Call 100 DVA 20.12..../  DE000SQ62CG6  /

Frankfurt Zert./SG
2024-05-22  3:47:46 PM Chg.-0.050 Bid4:41:54 PM Ask4:41:54 PM Underlying Strike price Expiration date Option type
4.050EUR -1.22% 3.820
Bid Size: 10,000		 3.880
Ask Size: 10,000		 DaVita Inc 100.00 USD 2024-12-20 Call
 

Master data

WKN: SQ62CG
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-12-20
Issue date: 2023-01-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.15
Leverage: Yes

Calculated values

Fair value: 3.85
Intrinsic value: 3.56
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 3.56
Time value: 0.50
Break-even: 132.73
Moneyness: 1.39
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -0.03
Omega: 2.78
Rho: 0.42
 

Quote data

Open: 3.810
High: 4.050
Low: 3.780
Previous Close: 4.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.50%
1 Month  
+8.87%
3 Months  
+30.23%
YTD  
+109.84%
1 Year  
+102.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.240 3.900
1M High / 1M Low: 4.540 3.720
6M High / 6M Low: 4.540 1.690
High (YTD): 2024-05-02 4.540
Low (YTD): 2024-01-24 1.820
52W High: 2024-05-02 4.540
52W Low: 2023-10-13 0.610
Avg. price 1W:   4.086
Avg. volume 1W:   0.000
Avg. price 1M:   4.004
Avg. volume 1M:   0.000
Avg. price 6M:   2.981
Avg. volume 6M:   0.000
Avg. price 1Y:   2.308
Avg. volume 1Y:   0.000
Volatility 1M:   82.59%
Volatility 6M:   84.18%
Volatility 1Y:   108.61%
Volatility 3Y:   -