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Soc. Generale Call 90 DVA 20.12.2.../  DE000SQ497G6  /

Frankfurt Zert./SG
2024-05-22  2:21:48 PM Chg.-0.300 Bid3:18:12 PM Ask- Underlying Strike price Expiration date Option type
4.600EUR -6.12% 4.570
Bid Size: 4,000		 -
Ask Size: -		 DaVita Inc 90.00 USD 2024-12-20 Call
 

Master data

WKN: SQ497G
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 2.62
Leverage: Yes

Calculated values

Fair value: 4.69
Intrinsic value: 4.49
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 4.49
Time value: 0.38
Break-even: 131.62
Moneyness: 1.54
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.02
Omega: 2.41
Rho: 0.40
 

Quote data

Open: 4.540
High: 4.620
Low: 4.510
Previous Close: 4.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+3.14%
3 Months  
+20.73%
YTD  
+85.48%
1 Year  
+83.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.040 4.670
1M High / 1M Low: 5.330 4.460
6M High / 6M Low: 5.330 2.210
High (YTD): 2024-05-02 5.330
Low (YTD): 2024-01-23 2.380
52W High: 2024-05-02 5.330
52W Low: 2023-10-13 0.870
Avg. price 1W:   4.876
Avg. volume 1W:   0.000
Avg. price 1M:   4.786
Avg. volume 1M:   0.000
Avg. price 6M:   3.645
Avg. volume 6M:   0.000
Avg. price 1Y:   2.880
Avg. volume 1Y:   0.000
Volatility 1M:   70.75%
Volatility 6M:   74.29%
Volatility 1Y:   98.66%
Volatility 3Y:   -