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Soc. Generale Call 46.67 WMT 21.0.../  DE000SQ4F0L0  /

Frankfurt Zert./SG
2024-06-04  9:39:29 PM Chg.+0.180 Bid9:59:23 PM Ask- Underlying Strike price Expiration date Option type
5.450EUR +3.42% 5.520
Bid Size: 4,000		 -
Ask Size: -		 Walmart Inc 46.67 USD 2024-06-21 Call
 

Master data

WKN: SQ4F0L
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 46.67 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 5.29
Intrinsic value: 5.27
Implied volatility: 0.79
Historic volatility: 0.15
Parity: 5.27
Time value: 0.04
Break-even: 60.49
Moneyness: 1.41
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 3.35
Rho: 0.02
 

Quote data

Open: 5.220
High: 5.490
Low: 5.210
Previous Close: 5.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.86%
1 Month  
+46.51%
3 Months  
+50.97%
YTD  
+169.80%
1 Year  
+176.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.270 5.070
1M High / 1M Low: 5.270 3.640
6M High / 6M Low: 5.270 1.630
High (YTD): 2024-06-03 5.270
Low (YTD): 2024-01-05 1.920
52W High: 2024-06-03 5.270
52W Low: 2023-12-12 1.630
Avg. price 1W:   5.140
Avg. volume 1W:   0.000
Avg. price 1M:   4.609
Avg. volume 1M:   8.524
Avg. price 6M:   3.296
Avg. volume 6M:   1.432
Avg. price 1Y:   2.896
Avg. volume 1Y:   .702
Volatility 1M:   131.34%
Volatility 6M:   77.75%
Volatility 1Y:   77.66%
Volatility 3Y:   -