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Soc. Generale Call 150 FDX 21.06..../  DE000SQ0VZM7  /

Frankfurt Zert./SG
14/06/2024  09:57:29 Chg.-0.220 Bid21:59:00 Ask- Underlying Strike price Expiration date Option type
8.870EUR -2.42% 9.000
Bid Size: 1,000		 -
Ask Size: -		 FEDEX CORP. D... 150.00 - 21/06/2024 Call
 

Master data

WKN: SQ0VZM
Issuer: Société Générale
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 21/06/2024
Issue date: 23/09/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 8.03
Intrinsic value: 8.02
Implied volatility: 3.86
Historic volatility: 0.23
Parity: 8.02
Time value: 0.97
Break-even: 239.90
Moneyness: 1.53
Premium: 0.04
Premium p.a.: 11.30
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -2.04
Omega: 2.22
Rho: 0.02
 

Quote data

Open: 8.930
High: 8.930
Low: 8.870
Previous Close: 9.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.88%
1 Month
  -12.27%
3 Months
  -5.24%
YTD
  -7.12%
1 Year  
+3.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.630 8.870
1M High / 1M Low: 10.110 8.750
6M High / 6M Low: 12.750 8.030
High (YTD): 26/03/2024 12.750
Low (YTD): 19/02/2024 8.030
52W High: 26/03/2024 12.750
52W Low: 21/06/2023 7.590
Avg. price 1W:   9.224
Avg. volume 1W:   0.000
Avg. price 1M:   9.212
Avg. volume 1M:   0.000
Avg. price 6M:   9.739
Avg. volume 6M:   0.000
Avg. price 1Y:   9.970
Avg. volume 1Y:   0.000
Volatility 1M:   44.28%
Volatility 6M:   58.30%
Volatility 1Y:   55.88%
Volatility 3Y:   -