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Soc. Generale Call 53.33 WMT 20.0.../  DE000SQ80FF3  /

Frankfurt Zert./SG
6/18/2024  6:48:16 PM Chg.+0.100 Bid7:20:01 PM Ask- Underlying Strike price Expiration date Option type
4.220EUR +2.43% 4.220
Bid Size: 60,000		 -
Ask Size: -		 Walmart Inc 53.33 USD 9/20/2024 Call
 

Master data

WKN: SQ80FF
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 53.33 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 4.07
Intrinsic value: 3.94
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 3.94
Time value: 0.20
Break-even: 63.46
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.01
Omega: 4.32
Rho: 0.12
 

Quote data

Open: 4.070
High: 4.220
Low: 4.040
Previous Close: 4.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.11%
1 Month  
+23.39%
3 Months  
+64.84%
YTD  
+322.00%
1 Year  
+201.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.120 3.800
1M High / 1M Low: 4.120 3.250
6M High / 6M Low: 4.120 0.870
High (YTD): 6/17/2024 4.120
Low (YTD): 1/5/2024 0.940
52W High: 6/17/2024 4.120
52W Low: 12/12/2023 0.750
Avg. price 1W:   3.954
Avg. volume 1W:   0.000
Avg. price 1M:   3.702
Avg. volume 1M:   0.000
Avg. price 6M:   2.210
Avg. volume 6M:   0.000
Avg. price 1Y:   1.808
Avg. volume 1Y:   0.000
Volatility 1M:   70.16%
Volatility 6M:   107.10%
Volatility 1Y:   105.57%
Volatility 3Y:   -