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Soc. Generale Call 120 DVA 20.09..../  DE000SQ3HB83  /

Frankfurt Zert./SG
2024-05-24  9:50:12 PM Chg.+0.440 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.180EUR +25.29% 2.210
Bid Size: 5,000		 2.250
Ask Size: 5,000		 DaVita Inc 120.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HB8
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 5.68
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.71
Implied volatility: 0.41
Historic volatility: 0.32
Parity: 1.71
Time value: 0.54
Break-even: 133.13
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 1.81%
Delta: 0.79
Theta: -0.04
Omega: 4.46
Rho: 0.25
 

Quote data

Open: 1.630
High: 2.190
Low: 1.630
Previous Close: 1.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.22%
1 Month  
+8.46%
3 Months  
+26.74%
YTD  
+156.47%
1 Year  
+147.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.390 1.740
1M High / 1M Low: 2.720 1.740
6M High / 6M Low: 2.720 0.720
High (YTD): 2024-05-02 2.720
Low (YTD): 2024-01-23 0.720
52W High: 2024-05-02 2.720
52W Low: 2023-10-13 0.220
Avg. price 1W:   2.118
Avg. volume 1W:   0.000
Avg. price 1M:   2.196
Avg. volume 1M:   0.000
Avg. price 6M:   1.576
Avg. volume 6M:   0.000
Avg. price 1Y:   1.154
Avg. volume 1Y:   0.000
Volatility 1M:   170.35%
Volatility 6M:   138.26%
Volatility 1Y:   153.24%
Volatility 3Y:   -