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

Frankfurt Zert./SG
5/29/2024  9:50:25 AM Chg.-0.130 Bid10:50:46 AM Ask- Underlying Strike price Expiration date Option type
4.970EUR -2.55% 5.030
Bid Size: 4,000		 -
Ask Size: -		 Walmart Inc 46.67 USD 6/21/2024 Call
 

Master data

WKN: SQ4F0L
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 46.67 USD
Maturity: 6/21/2024
Issue date: 11/16/2022
Last trading day: 6/20/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 5.11
Intrinsic value: 5.08
Implied volatility: 0.60
Historic volatility: 0.15
Parity: 5.08
Time value: 0.04
Break-even: 60.08
Moneyness: 1.39
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 3.47
Rho: 0.03
 

Quote data

Open: 4.990
High: 4.990
Low: 4.970
Previous Close: 5.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.61%
1 Month  
+30.79%
3 Months  
+41.60%
YTD  
+146.04%
1 Year  
+174.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.210 5.060
1M High / 1M Low: 5.210 3.630
6M High / 6M Low: 5.210 1.630
High (YTD): 5/27/2024 5.210
Low (YTD): 1/5/2024 1.920
52W High: 5/27/2024 5.210
52W Low: 12/12/2023 1.630
Avg. price 1W:   5.156
Avg. volume 1W:   0.000
Avg. price 1M:   4.334
Avg. volume 1M:   8.524
Avg. price 6M:   3.203
Avg. volume 6M:   1.444
Avg. price 1Y:   2.841
Avg. volume 1Y:   .699
Volatility 1M:   130.37%
Volatility 6M:   78.75%
Volatility 1Y:   77.73%
Volatility 3Y:   -