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Soc. Generale Call 80 DVA 20.12.2.../  DE000SQ497E1  /

Frankfurt Zert./SG
2024-06-11  7:55:59 PM Chg.-0.060 Bid8:47:36 PM Ask- Underlying Strike price Expiration date Option type
5.920EUR -1.00% 5.890
Bid Size: 10,000		 -
Ask Size: -		 DaVita Inc 80.00 USD 2024-12-20 Call
 

Master data

WKN: SQ497E
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 80.00 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: 2.20
Leverage: Yes

Calculated values

Fair value: 5.87
Intrinsic value: 5.72
Implied volatility: 0.55
Historic volatility: 0.32
Parity: 5.72
Time value: 0.26
Break-even: 134.13
Moneyness: 1.77
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.02
Omega: 2.10
Rho: 0.35
 

Quote data

Open: 5.650
High: 5.970
Low: 5.600
Previous Close: 5.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.47%
1 Month  
+4.04%
3 Months  
+5.90%
YTD  
+90.97%
1 Year  
+97.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.250 5.980
1M High / 1M Low: 6.490 5.100
6M High / 6M Low: 6.490 3.020
High (YTD): 2024-05-30 6.490
Low (YTD): 2024-01-23 3.020
52W High: 2024-05-30 6.490
52W Low: 2023-10-13 1.230
Avg. price 1W:   6.098
Avg. volume 1W:   0.000
Avg. price 1M:   5.886
Avg. volume 1M:   0.000
Avg. price 6M:   4.684
Avg. volume 6M:   0.000
Avg. price 1Y:   3.692
Avg. volume 1Y:   0.000
Volatility 1M:   83.86%
Volatility 6M:   69.38%
Volatility 1Y:   88.02%
Volatility 3Y:   -