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Soc. Generale Call 95 DVA 20.12.2.../  DE000SQ497H4  /

Frankfurt Zert./SG
2024-05-22  5:44:55 PM Chg.-0.340 Bid5:50:30 PM Ask- Underlying Strike price Expiration date Option type
4.160EUR -7.56% 4.150
Bid Size: 10,000		 -
Ask Size: -		 DaVita Inc 95.00 USD 2024-12-20 Call
 

Master data

WKN: SQ497H
Issuer: Société Générale
Currency: EUR
Underlying: DaVita Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 2.86
Leverage: Yes

Calculated values

Fair value: 4.26
Intrinsic value: 4.03
Implied volatility: 0.47
Historic volatility: 0.31
Parity: 4.03
Time value: 0.43
Break-even: 132.13
Moneyness: 1.46
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.03
Omega: 2.59
Rho: 0.41
 

Quote data

Open: 4.170
High: 4.450
Low: 4.140
Previous Close: 4.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.45%
1 Month  
+2.46%
3 Months  
+20.58%
YTD  
+89.09%
1 Year  
+84.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.650 4.290
1M High / 1M Low: 4.960 4.060
6M High / 6M Low: 4.960 1.950
High (YTD): 2024-05-02 4.960
Low (YTD): 2024-01-23 2.090
52W High: 2024-05-02 4.960
52W Low: 2023-10-13 0.730
Avg. price 1W:   4.478
Avg. volume 1W:   0.000
Avg. price 1M:   4.386
Avg. volume 1M:   0.000
Avg. price 6M:   3.306
Avg. volume 6M:   0.000
Avg. price 1Y:   2.585
Avg. volume 1Y:   0.000
Volatility 1M:   78.01%
Volatility 6M:   78.47%
Volatility 1Y:   102.69%
Volatility 3Y:   -