Soc. Generale Call 240 FDX 21.06.2024
/ DE000SQ7W6C2
Soc. Generale Call 240 FDX 21.06..../ DE000SQ7W6C2 /
06/06/2024 09:50:59 |
Chg.+0.060 |
Bid11:46:47 |
Ask11:46:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+8.57% |
0.800 Bid Size: 3,800 |
0.930 Ask Size: 3,800 |
FedEx Corp |
240.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
SQ7W6C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
13/01/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.22 |
Historic volatility: |
0.22 |
Parity: |
0.74 |
Time value: |
0.16 |
Break-even: |
229.71 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
2.27% |
Delta: |
0.79 |
Theta: |
-0.12 |
Omega: |
19.94 |
Rho: |
0.07 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.04% |
1 Month |
|
|
-63.98% |
3 Months |
|
|
-57.06% |
YTD |
|
|
-70.31% |
1 Year |
|
|
-61.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
0.700 |
1M High / 1M Low: |
2.410 |
0.700 |
6M High / 6M Low: |
4.850 |
0.700 |
High (YTD): |
22/03/2024 |
4.630 |
Low (YTD): |
05/06/2024 |
0.700 |
52W High: |
18/12/2023 |
4.850 |
52W Low: |
05/06/2024 |
0.700 |
Avg. price 1W: |
|
0.930 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.478 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.278 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.850 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
294.79% |
Volatility 6M: |
|
214.26% |
Volatility 1Y: |
|
173.60% |
Volatility 3Y: |
|
- |