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Soc. Generale Call 170 FDX 20.12..../  DE000SQ497N2  /

Frankfurt Zert./SG
9/26/2024  9:44:20 PM Chg.+0.080 Bid9:59:33 PM Ask- Underlying Strike price Expiration date Option type
8.660EUR +0.93% 8.730
Bid Size: 1,000		 -
Ask Size: -		 FedEx Corp 170.00 USD 12/20/2024 Call
 

Master data

WKN: SQ497N
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 12/20/2024
Issue date: 12/9/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 8.54
Intrinsic value: 8.43
Implied volatility: 0.44
Historic volatility: 0.28
Parity: 8.43
Time value: 0.14
Break-even: 238.44
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 2.73
Rho: 0.34
 

Quote data

Open: 8.450
High: 9.030
Low: 8.450
Previous Close: 8.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.74%
1 Month
  -22.68%
3 Months
  -27.35%
YTD  
+5.10%
1 Year
  -12.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.840 7.820
1M High / 1M Low: 11.850 7.820
6M High / 6M Low: 13.250 7.260
High (YTD): 7/16/2024 13.250
Low (YTD): 2/19/2024 6.790
52W High: 7/16/2024 13.250
52W Low: 2/19/2024 6.790
Avg. price 1W:   8.426
Avg. volume 1W:   0.000
Avg. price 1M:   10.494
Avg. volume 1M:   0.000
Avg. price 6M:   10.008
Avg. volume 6M:   0.000
Avg. price 1Y:   9.193
Avg. volume 1Y:   0.000
Volatility 1M:   127.24%
Volatility 6M:   89.74%
Volatility 1Y:   79.45%
Volatility 3Y:   -