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

Frankfurt Zert./SG
9/20/2024  5:50:43 PM Chg.+0.170 Bid6:00:17 PM Ask- Underlying Strike price Expiration date Option type
7.930EUR +2.19% 7.900
Bid Size: 50,000		 -
Ask Size: -		 Walmart Inc 50.00 USD 1/17/2025 Call
 

Master data

WKN: SQ8646
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.71
Leverage: Yes

Calculated values

Fair value: 7.69
Intrinsic value: 7.54
Implied volatility: 0.42
Historic volatility: 0.16
Parity: 7.54
Time value: 0.19
Break-even: 70.57
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.66
Rho: 0.14
 

Quote data

Open: 7.610
High: 7.970
Low: 7.600
Previous Close: 7.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.26%
1 Month  
+15.77%
3 Months  
+46.04%
YTD  
+326.34%
1 Year  
+190.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.460 7.760
1M High / 1M Low: 8.460 6.850
6M High / 6M Low: 8.460 3.190
High (YTD): 9/13/2024 8.460
Low (YTD): 1/5/2024 1.790
52W High: 9/13/2024 8.460
52W Low: 12/12/2023 1.520
Avg. price 1W:   8.122
Avg. volume 1W:   0.000
Avg. price 1M:   7.621
Avg. volume 1M:   0.000
Avg. price 6M:   5.197
Avg. volume 6M:   0.000
Avg. price 1Y:   3.832
Avg. volume 1Y:   0.000
Volatility 1M:   38.13%
Volatility 6M:   79.47%
Volatility 1Y:   78.53%
Volatility 3Y:   -