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Soc. Generale Call 53.33 WMT 21.0.../  DE000SQ4F0M8  /

Frankfurt Zert./SG
6/7/2024  9:35:57 PM Chg.-0.300 Bid9:59:37 PM Ask- Underlying Strike price Expiration date Option type
3.560EUR -7.77% 3.510
Bid Size: 4,000		 -
Ask Size: -		 Walmart Inc 53.33 USD 6/21/2024 Call
 

Master data

WKN: SQ4F0M
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 53.33 USD
Maturity: 6/21/2024
Issue date: 11/16/2022
Last trading day: 6/20/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 3.51
Intrinsic value: 3.49
Implied volatility: 0.56
Historic volatility: 0.15
Parity: 3.49
Time value: 0.03
Break-even: 61.11
Moneyness: 1.24
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 5.09
Rho: 0.02
 

Quote data

Open: 3.770
High: 3.940
Low: 3.500
Previous Close: 3.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.91%
1 Month  
+70.33%
3 Months  
+67.92%
YTD  
+374.67%
1 Year  
+229.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.860 3.430
1M High / 1M Low: 3.860 1.840
6M High / 6M Low: 3.860 0.520
High (YTD): 6/6/2024 3.860
Low (YTD): 1/5/2024 0.680
52W High: 6/6/2024 3.860
52W Low: 12/12/2023 0.520
Avg. price 1W:   3.650
Avg. volume 1W:   0.000
Avg. price 1M:   3.060
Avg. volume 1M:   0.000
Avg. price 6M:   1.805
Avg. volume 6M:   0.000
Avg. price 1Y:   1.494
Avg. volume 1Y:   0.000
Volatility 1M:   244.47%
Volatility 6M:   134.98%
Volatility 1Y:   127.74%
Volatility 3Y:   -