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Soc. Generale Call 115 DVA 21.06..../  DE000SQ0VZE4  /

Frankfurt Zert./SG
2024-05-17  9:46:03 PM Chg.+0.270 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
2.330EUR +13.11% 2.340
Bid Size: 4,000		 -
Ask Size: -		 DaVita Inc 115.00 USD 2024-06-21 Call
 

Master data

WKN: SQ0VZE
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 115.00 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: 5.50
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 2.28
Implied volatility: 0.36
Historic volatility: 0.31
Parity: 2.28
Time value: 0.06
Break-even: 129.21
Moneyness: 1.22
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.03
Omega: 5.32
Rho: 0.09
 

Quote data

Open: 1.750
High: 2.360
Low: 1.750
Previous Close: 2.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.48%
1 Month  
+54.30%
3 Months  
+55.33%
YTD  
+210.67%
1 Year  
+121.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 2.060
1M High / 1M Low: 2.720 1.510
6M High / 6M Low: 2.720 0.600
High (YTD): 2024-05-02 2.720
Low (YTD): 2024-01-23 0.620
52W High: 2024-05-02 2.720
52W Low: 2023-10-13 0.160
Avg. price 1W:   2.150
Avg. volume 1W:   0.000
Avg. price 1M:   2.112
Avg. volume 1M:   0.000
Avg. price 6M:   1.450
Avg. volume 6M:   0.000
Avg. price 1Y:   1.066
Avg. volume 1Y:   0.000
Volatility 1M:   152.91%
Volatility 6M:   149.39%
Volatility 1Y:   169.83%
Volatility 3Y:   -