Soc. Generale Call 53.33 WMT 20.09.2024
/ DE000SQ80FF3
Soc. Generale Call 53.33 WMT 20.0.../ DE000SQ80FF3 /
6/14/2024 9:59:20 AM |
Chg.+0.13 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.80EUR |
+3.54% |
- Bid Size: - |
- 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: |
3.80 |
High: |
3.80 |
Low: |
3.80 |
Previous Close: |
3.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.28% |
1 Month |
|
|
+77.57% |
3 Months |
|
|
+49.61% |
YTD |
|
|
+283.84% |
1 Year |
|
|
+153.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.94 |
3.67 |
1M High / 1M Low: |
3.97 |
2.14 |
6M High / 6M Low: |
3.97 |
0.78 |
High (YTD): |
6/7/2024 |
3.97 |
Low (YTD): |
1/5/2024 |
0.91 |
52W High: |
6/7/2024 |
3.97 |
52W Low: |
12/11/2023 |
0.71 |
Avg. price 1W: |
|
3.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.14 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.78 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
128.58% |
Volatility 6M: |
|
99.80% |
Volatility 1Y: |
|
102.00% |
Volatility 3Y: |
|
- |