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Soc. Generale Call 75 DVA 20.12.2.../  DE000SQ497D3  /

Frankfurt Zert./SG
2024-05-22  6:30:52 PM Chg.-0.250 Bid6:39:21 PM Ask- Underlying Strike price Expiration date Option type
5.890EUR -4.07% 5.950
Bid Size: 10,000		 -
Ask Size: -		 DaVita Inc 75.00 USD 2024-12-20 Call
 

Master data

WKN: SQ497D
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.08
Leverage: Yes

Calculated values

Fair value: 6.02
Intrinsic value: 5.87
Implied volatility: 0.55
Historic volatility: 0.31
Parity: 5.87
Time value: 0.26
Break-even: 130.40
Moneyness: 1.85
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 2.00
Rho: 0.35
 

Quote data

Open: 5.780
High: 5.890
Low: 5.740
Previous Close: 6.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month  
+3.88%
3 Months  
+19.23%
YTD  
+71.22%
1 Year  
+71.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.330 5.930
1M High / 1M Low: 6.610 5.670
6M High / 6M Low: 6.610 3.110
High (YTD): 2024-05-02 6.610
Low (YTD): 2024-01-24 3.380
52W High: 2024-05-02 6.610
52W Low: 2023-10-13 1.440
Avg. price 1W:   6.142
Avg. volume 1W:   0.000
Avg. price 1M:   6.039
Avg. volume 1M:   0.000
Avg. price 6M:   4.746
Avg. volume 6M:   0.000
Avg. price 1Y:   3.863
Avg. volume 1Y:   0.000
Volatility 1M:   60.42%
Volatility 6M:   60.98%
Volatility 1Y:   81.69%
Volatility 3Y:   -