Soc. Generale Call 170 FDX 20.09..../  DE000SQ3HCG1  /

EUWAX
25/07/2024  09:04:46 Chg.- Bid08:39:33 Ask08:39:33 Underlying Strike price Expiration date Option type
11.74EUR - 11.85
Bid Size: 1,000
-
Ask Size: -
FedEx Corp 170.00 USD 20/09/2024 Call
 

Master data

WKN: SQ3HCG
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 20/09/2024
Issue date: 27/10/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.30
Leverage: Yes

Calculated values

Fair value: 11.92
Intrinsic value: 11.84
Implied volatility: 0.61
Historic volatility: 0.26
Parity: 11.84
Time value: 0.10
Break-even: 276.26
Moneyness: 1.75
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.03
Omega: 2.29
Rho: 0.24
 

Quote data

Open: 11.74
High: 11.74
Low: 11.74
Previous Close: 11.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.78%
1 Month  
+6.05%
3 Months  
+31.61%
YTD  
+45.66%
1 Year  
+21.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.49 11.74
1M High / 1M Low: 13.01 11.07
6M High / 6M Low: 13.01 6.41
High (YTD): 17/07/2024 13.01
Low (YTD): 20/02/2024 6.41
52W High: 17/07/2024 13.01
52W Low: 20/02/2024 6.41
Avg. price 1W:   12.19
Avg. volume 1W:   0.00
Avg. price 1M:   11.88
Avg. volume 1M:   0.00
Avg. price 6M:   8.63
Avg. volume 6M:   0.00
Avg. price 1Y:   8.68
Avg. volume 1Y:   0.00
Volatility 1M:   49.69%
Volatility 6M:   86.61%
Volatility 1Y:   75.61%
Volatility 3Y:   -