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Soc. Generale Call 60 WMT 20.09.2.../  DE000SQ80FG1  /

Frankfurt Zert./SG
12/06/2024  21:38:55 Chg.-0.130 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
2.080EUR -5.88% 2.100
Bid Size: 4,000		 2.110
Ask Size: 4,000		 Walmart Inc 60.00 USD 20/09/2024 Call
 

Master data

WKN: SQ80FG
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 2.09
Intrinsic value: 1.88
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 1.88
Time value: 0.35
Break-even: 63.30
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.85
Theta: -0.01
Omega: 7.10
Rho: 0.12
 

Quote data

Open: 2.170
High: 2.210
Low: 2.020
Previous Close: 2.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.56%
1 Month  
+110.10%
3 Months  
+63.78%
YTD  
+593.33%
1 Year  
+271.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.320 1.970
1M High / 1M Low: 2.320 0.810
6M High / 6M Low: 2.320 0.210
High (YTD): 06/06/2024 2.320
Low (YTD): 05/01/2024 0.250
52W High: 06/06/2024 2.320
52W Low: 12/12/2023 0.210
Avg. price 1W:   2.200
Avg. volume 1W:   0.000
Avg. price 1M:   1.785
Avg. volume 1M:   0.000
Avg. price 6M:   0.917
Avg. volume 6M:   16
Avg. price 1Y:   0.740
Avg. volume 1Y:   7.813
Volatility 1M:   387.84%
Volatility 6M:   195.95%
Volatility 1Y:   171.54%
Volatility 3Y:   -