Soc. Generale Call 125 DVA 20.09.2024
/ DE000SQ3J6L4
Soc. Generale Call 125 DVA 20.09..../ DE000SQ3J6L4 /
| 2024-05-24 9:36:47 AM |
Chg.-0.17 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-11.41% |
-
Bid Size: - |
-
Ask Size: - |
DaVita Inc |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ3J6L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DaVita Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-10-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
1.25 |
| Time value: |
0.64 |
| Break-even: |
134.14 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
2.16% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
4.98 |
| Rho: |
0.24 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.01% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
+5.60% |
| YTD |
|
|
+88.57% |
| 1 Year |
|
|
+78.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.32 |
| 1M High / 1M Low: |
2.42 |
1.32 |
| 6M High / 6M Low: |
2.42 |
0.59 |
| High (YTD): |
2024-05-03 |
2.42 |
| Low (YTD): |
2024-01-23 |
0.59 |
| 52W High: |
2024-05-03 |
2.42 |
| 52W Low: |
2023-10-13 |
0.18 |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
181.20% |
| Volatility 6M: |
|
140.69% |
| Volatility 1Y: |
|
154.68% |
| Volatility 3Y: |
|
- |
