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Soc. Generale Call 50 WMT 17.01.2.../  DE000SQ86467  /

Frankfurt Zert./SG
2024-06-18  9:47:15 PM Chg.+0.030 Bid9:59:34 PM Ask- Underlying Strike price Expiration date Option type
5.290EUR +0.57% 5.330
Bid Size: 4,000		 -
Ask Size: -		 Walmart Inc 50.00 USD 2025-01-17 Call
 

Master data

WKN: SQ8646
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 5.16
Intrinsic value: 4.87
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 4.87
Time value: 0.43
Break-even: 64.22
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 3.31
Rho: 0.24
 

Quote data

Open: 5.230
High: 5.400
Low: 5.230
Previous Close: 5.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.73%
1 Month  
+16.26%
3 Months  
+44.14%
YTD  
+184.41%
1 Year  
+137.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.260 4.950
1M High / 1M Low: 5.260 4.380
6M High / 6M Low: 5.260 1.650
High (YTD): 2024-06-17 5.260
Low (YTD): 2024-01-05 1.790
52W High: 2024-06-17 5.260
52W Low: 2023-12-12 1.520
Avg. price 1W:   5.102
Avg. volume 1W:   0.000
Avg. price 1M:   4.854
Avg. volume 1M:   0.000
Avg. price 6M:   3.268
Avg. volume 6M:   0.000
Avg. price 1Y:   2.782
Avg. volume 1Y:   0.000
Volatility 1M:   48.59%
Volatility 6M:   76.16%
Volatility 1Y:   76.37%
Volatility 3Y:   -