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Soc. Generale Call 200 FDX 20.12..../  DE000SQ497R3  /

Frankfurt Zert./SG
6/10/2024  1:15:45 PM Chg.-0.130 Bid2:03:54 PM Ask2:03:54 PM Underlying Strike price Expiration date Option type
5.010EUR -2.53% 5.000
Bid Size: 1,000		 5.160
Ask Size: 1,000		 FedEx Corp 200.00 USD 12/20/2024 Call
 

Master data

WKN: SQ497R
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 4.47
Leverage: Yes

Calculated values

Fair value: 4.90
Intrinsic value: 4.43
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 4.43
Time value: 0.71
Break-even: 236.95
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.39%
Delta: 0.88
Theta: -0.04
Omega: 3.91
Rho: 0.79
 

Quote data

Open: 5.010
High: 5.010
Low: 4.930
Previous Close: 5.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.34%
1 Month
  -25.11%
3 Months
  -8.91%
YTD
  -16.92%
1 Year  
+2.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.260 4.910
1M High / 1M Low: 6.770 4.910
6M High / 6M Low: 8.730 4.640
High (YTD): 3/26/2024 8.730
Low (YTD): 2/19/2024 4.640
52W High: 3/26/2024 8.730
52W Low: 2/19/2024 4.640
Avg. price 1W:   5.110
Avg. volume 1W:   0.000
Avg. price 1M:   5.529
Avg. volume 1M:   0.000
Avg. price 6M:   6.098
Avg. volume 6M:   0.000
Avg. price 1Y:   6.432
Avg. volume 1Y:   0.000
Volatility 1M:   60.24%
Volatility 6M:   78.13%
Volatility 1Y:   74.23%
Volatility 3Y:   -