Soc. Generale Call 270 FDX 20.09.2024
/ DE000SQ8SFW7
Soc. Generale Call 270 FDX 20.09..../ DE000SQ8SFW7 /
03/09/2024 21:47:25 |
Chg.-0.220 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
2.360EUR |
-8.53% |
2.450 Bid Size: 1,300 |
2.480 Ask Size: 1,300 |
FedEx Corp |
270.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SQ8SFW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
07/02/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.66 |
Intrinsic value: |
2.60 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
2.60 |
Time value: |
0.09 |
Break-even: |
270.86 |
Moneyness: |
1.11 |
Premium: |
0.00 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
1.51% |
Delta: |
0.94 |
Theta: |
-0.09 |
Omega: |
9.42 |
Rho: |
0.11 |
Quote data
Open: |
2.480 |
High: |
2.700 |
Low: |
2.360 |
Previous Close: |
2.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.22% |
1 Month |
|
|
-10.27% |
3 Months |
|
|
+223.29% |
YTD |
|
|
+43.03% |
1 Year |
|
|
-16.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.790 |
2.490 |
1M High / 1M Low: |
2.790 |
1.540 |
6M High / 6M Low: |
4.290 |
0.650 |
High (YTD): |
16/07/2024 |
4.290 |
Low (YTD): |
04/06/2024 |
0.650 |
52W High: |
16/07/2024 |
4.290 |
52W Low: |
04/06/2024 |
0.650 |
Avg. price 1W: |
|
2.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.948 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.922 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
166.92% |
Volatility 6M: |
|
326.55% |
Volatility 1Y: |
|
252.27% |
Volatility 3Y: |
|
- |