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

Frankfurt Zert./SG
6/14/2024  9:48:19 PM Chg.+0.130 Bid9:59:32 PM Ask- Underlying Strike price Expiration date Option type
4.020EUR +3.34% 4.040
Bid Size: 4,000		 -
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: 4.64
Leverage: Yes

Calculated values

Fair value: 3.98
Intrinsic value: 3.84
Implied volatility: 0.30
Historic volatility: 0.15
Parity: 3.84
Time value: 0.21
Break-even: 63.32
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: 4.39
Rho: 0.12
 

Quote data

Open: 3.820
High: 4.050
Low: 3.810
Previous Close: 3.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.84%
1 Month  
+89.62%
3 Months  
+59.52%
YTD  
+302.00%
1 Year  
+168.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.020 3.800
1M High / 1M Low: 4.080 2.120
6M High / 6M Low: 4.080 0.810
High (YTD): 6/6/2024 4.080
Low (YTD): 1/5/2024 0.940
52W High: 6/6/2024 4.080
52W Low: 12/12/2023 0.750
Avg. price 1W:   3.928
Avg. volume 1W:   0.000
Avg. price 1M:   3.584
Avg. volume 1M:   0.000
Avg. price 6M:   2.184
Avg. volume 6M:   0.000
Avg. price 1Y:   1.796
Avg. volume 1Y:   0.000
Volatility 1M:   194.16%
Volatility 6M:   107.73%
Volatility 1Y:   105.70%
Volatility 3Y:   -