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Soc. Generale Call 115 DVA 20.09..../  DE000SQ3HB75  /

Frankfurt Zert./SG
2024-05-24  9:49:56 PM Chg.+0.480 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
2.560EUR +23.08% 2.590
Bid Size: 5,000		 2.630
Ask Size: 5,000		 DaVita Inc 115.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HB7
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.86
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 2.17
Implied volatility: 0.43
Historic volatility: 0.32
Parity: 2.17
Time value: 0.46
Break-even: 132.32
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 1.54%
Delta: 0.83
Theta: -0.04
Omega: 4.01
Rho: 0.26
 

Quote data

Open: 1.970
High: 2.580
Low: 1.970
Previous Close: 2.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.83%
1 Month  
+9.40%
3 Months  
+28.00%
YTD  
+153.47%
1 Year  
+148.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.770 2.080
1M High / 1M Low: 3.090 2.080
6M High / 6M Low: 3.090 0.870
High (YTD): 2024-05-02 3.090
Low (YTD): 2024-01-23 0.880
52W High: 2024-05-02 3.090
52W Low: 2023-10-13 0.260
Avg. price 1W:   2.486
Avg. volume 1W:   0.000
Avg. price 1M:   2.556
Avg. volume 1M:   0.000
Avg. price 6M:   1.838
Avg. volume 6M:   0.000
Avg. price 1Y:   1.353
Avg. volume 1Y:   0.000
Volatility 1M:   154.36%
Volatility 6M:   126.05%
Volatility 1Y:   145.39%
Volatility 3Y:   -