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Soc. Generale Call 220 FDX 20.09..../  DE000SQ4FHY5  /

Frankfurt Zert./SG
6/25/2024  8:51:11 AM Chg.-0.080 Bid9:40:57 AM Ask9:40:57 AM Underlying Strike price Expiration date Option type
3.870EUR -2.03% 3.850
Bid Size: 1,000		 4.060
Ask Size: 1,000		 FedEx Corp 220.00 USD 9/20/2024 Call
 

Master data

WKN: SQ4FHY
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 9/20/2024
Issue date: 11/16/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.47
Leverage: Yes

Calculated values

Fair value: 3.42
Intrinsic value: 3.15
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 3.15
Time value: 0.52
Break-even: 242.54
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.84
Theta: -0.07
Omega: 5.45
Rho: 0.39
 

Quote data

Open: 3.870
High: 3.870
Low: 3.870
Previous Close: 3.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.35%
1 Month  
+23.25%
3 Months
  -37.38%
YTD
  -10.42%
1 Year  
+1.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.950 3.250
1M High / 1M Low: 3.950 3.000
6M High / 6M Low: 6.770 2.930
High (YTD): 3/26/2024 6.770
Low (YTD): 2/19/2024 2.930
52W High: 12/18/2023 6.800
52W Low: 2/19/2024 2.930
Avg. price 1W:   3.546
Avg. volume 1W:   0.000
Avg. price 1M:   3.321
Avg. volume 1M:   0.000
Avg. price 6M:   4.053
Avg. volume 6M:   0.000
Avg. price 1Y:   4.659
Avg. volume 1Y:   0.000
Volatility 1M:   104.35%
Volatility 6M:   91.60%
Volatility 1Y:   95.75%
Volatility 3Y:   -