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Soc. Generale Call 240 FDX 21.06..../  DE000SQ7W6C2  /

EUWAX
06/06/2024  09:50:59 Chg.+0.060 Bid20:32:43 Ask20:32:43 Underlying Strike price Expiration date Option type
0.760EUR +8.57% 0.920
Bid Size: 25,000		 0.940
Ask Size: 25,000		 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:   -