Soc. Generale Call 240 FDX 20.12.2024
/ DE000SQ7W6G3
Soc. Generale Call 240 FDX 20.12..../ DE000SQ7W6G3 /
10/07/2024 16:24:58 |
Chg.-0.30 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
5.46EUR |
-5.21% |
- Bid Size: - |
- Ask Size: - |
FedEx Corp |
240.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SQ7W6G |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
13/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.45 |
Intrinsic value: |
4.88 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
4.88 |
Time value: |
0.79 |
Break-even: |
278.63 |
Moneyness: |
1.22 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.71% |
Delta: |
0.87 |
Theta: |
-0.06 |
Omega: |
4.13 |
Rho: |
0.79 |
Quote data
Open: |
5.48 |
High: |
5.54 |
Low: |
5.46 |
Previous Close: |
5.76 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.97% |
1 Month |
|
|
+96.40% |
3 Months |
|
|
+27.57% |
YTD |
|
|
+53.37% |
1 Year |
|
|
+18.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.76 |
5.46 |
1M High / 1M Low: |
6.28 |
2.36 |
6M High / 6M Low: |
6.28 |
2.29 |
High (YTD): |
01/07/2024 |
6.28 |
Low (YTD): |
30/05/2024 |
2.29 |
52W High: |
01/07/2024 |
6.28 |
52W Low: |
30/05/2024 |
2.29 |
Avg. price 1W: |
|
5.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.92 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
300.08% |
Volatility 6M: |
|
165.81% |
Volatility 1Y: |
|
136.04% |
Volatility 3Y: |
|
- |