Soc. Generale Call 220 FDX 20.12.2024
/ DE000SQ497T9
Soc. Generale Call 220 FDX 20.12..../ DE000SQ497T9 /
9/11/2024 9:38:17 PM |
Chg.-0.020 |
Bid9:44:14 PM |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
6.280EUR |
-0.32% |
6.230 Bid Size: 20,000 |
- Ask Size: - |
FedEx Corp |
220.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ497T |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/9/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.01 |
Intrinsic value: |
5.79 |
Implied volatility: |
0.42 |
Historic volatility: |
0.26 |
Parity: |
5.79 |
Time value: |
0.46 |
Break-even: |
262.13 |
Moneyness: |
1.29 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.06 |
Omega: |
3.74 |
Rho: |
0.47 |
Quote data
Open: |
5.950 |
High: |
6.280 |
Low: |
5.820 |
Previous Close: |
6.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.12% |
1 Month |
|
|
+8.65% |
3 Months |
|
|
+58.99% |
YTD |
|
|
+33.62% |
1 Year |
|
|
+10.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.910 |
6.070 |
1M High / 1M Low: |
7.300 |
5.960 |
6M High / 6M Low: |
8.910 |
3.510 |
High (YTD): |
7/16/2024 |
8.910 |
Low (YTD): |
2/15/2024 |
3.390 |
52W High: |
7/16/2024 |
8.910 |
52W Low: |
2/15/2024 |
3.390 |
Avg. price 1W: |
|
6.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.596 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.836 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.351 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
60.57% |
Volatility 6M: |
|
129.16% |
Volatility 1Y: |
|
111.41% |
Volatility 3Y: |
|
- |