OverviewChartNewsTraderScreen

Soc. Generale Call 160 FDX 21.06..../  DE000SQ0VZN5  /

Frankfurt Zert./SG
14/06/2024  09:53:02 Chg.-0.240 Bid21:59:47 Ask- Underlying Strike price Expiration date Option type
7.940EUR -2.93% 8.050
Bid Size: 1,000		 -
Ask Size: -		 FEDEX CORP. D... 160.00 - 21/06/2024 Call
 

Master data

WKN: SQ0VZN
Issuer: Société Générale
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 21/06/2024
Issue date: 23/09/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 7.03
Intrinsic value: 7.02
Implied volatility: 3.55
Historic volatility: 0.23
Parity: 7.02
Time value: 1.04
Break-even: 240.60
Moneyness: 1.44
Premium: 0.05
Premium p.a.: 13.68
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -2.06
Omega: 2.42
Rho: 0.02
 

Quote data

Open: 8.010
High: 8.010
Low: 7.940
Previous Close: 8.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.58%
1 Month
  -13.70%
3 Months
  -6.15%
YTD
  -8.53%
1 Year  
+1.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.710 7.940
1M High / 1M Low: 9.200 7.850
6M High / 6M Low: 11.840 7.140
High (YTD): 26/03/2024 11.840
Low (YTD): 19/02/2024 7.140
52W High: 26/03/2024 11.840
52W Low: 21/06/2023 6.840
Avg. price 1W:   8.304
Avg. volume 1W:   0.000
Avg. price 1M:   8.299
Avg. volume 1M:   0.000
Avg. price 6M:   8.835
Avg. volume 6M:   0.000
Avg. price 1Y:   9.104
Avg. volume 1Y:   0.000
Volatility 1M:   48.18%
Volatility 6M:   63.57%
Volatility 1Y:   60.53%
Volatility 3Y:   -