Soc. Generale Call 46.67 WMT 21.06.2024
/ DE000SQ4F0L0
Soc. Generale Call 46.67 WMT 21.0.../ DE000SQ4F0L0 /
18/06/2024 08:53:14 |
Chg.+0.12 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
5.74EUR |
+2.14% |
- Bid Size: - |
- Ask Size: - |
Walmart Inc |
46.67 USD |
21/06/2024 |
Call |
Master data
WKN: |
SQ4F0L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.67 USD |
Maturity: |
21/06/2024 |
Issue date: |
16/11/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.80 |
Intrinsic value: |
5.80 |
Implied volatility: |
1.79 |
Historic volatility: |
0.15 |
Parity: |
5.80 |
Time value: |
0.01 |
Break-even: |
62.82 |
Moneyness: |
1.44 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.05 |
Omega: |
3.21 |
Rho: |
0.00 |
Quote data
Open: |
5.74 |
High: |
5.74 |
Low: |
5.74 |
Previous Close: |
5.62 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.80% |
1 Month |
|
|
+20.84% |
3 Months |
|
|
+47.56% |
YTD |
|
|
+185.57% |
1 Year |
|
|
+140.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.62 |
5.32 |
1M High / 1M Low: |
5.62 |
4.81 |
6M High / 6M Low: |
5.62 |
1.83 |
High (YTD): |
17/06/2024 |
5.62 |
Low (YTD): |
05/01/2024 |
1.91 |
52W High: |
17/06/2024 |
5.62 |
52W Low: |
08/12/2023 |
1.62 |
Avg. price 1W: |
|
5.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.53 |
Avg. volume 6M: |
|
14.05 |
Avg. price 1Y: |
|
2.99 |
Avg. volume 1Y: |
|
11.20 |
Volatility 1M: |
|
41.57% |
Volatility 6M: |
|
79.92% |
Volatility 1Y: |
|
80.14% |
Volatility 3Y: |
|
- |