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Soc. Generale Call 270 FDX 20.09..../  DE000SQ8SFW7  /

Frankfurt Zert./SG
7/29/2024  12:04:37 PM Chg.-0.020 Bid12:17:07 PM Ask12:17:07 PM Underlying Strike price Expiration date Option type
3.210EUR -0.62% 3.210
Bid Size: 1,000		 3.360
Ask Size: 1,000		 FedEx Corp 270.00 USD 9/20/2024 Call
 

Master data

WKN: SQ8SFW
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 9/20/2024
Issue date: 2/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.51
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 2.78
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 2.78
Time value: 0.47
Break-even: 281.28
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 0.93%
Delta: 0.83
Theta: -0.10
Omega: 7.04
Rho: 0.29
 

Quote data

Open: 3.190
High: 3.210
Low: 3.140
Previous Close: 3.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.97%
1 Month
  -6.14%
3 Months  
+101.89%
YTD  
+94.55%
1 Year
  -4.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.820 3.170
1M High / 1M Low: 4.290 2.690
6M High / 6M Low: 4.290 0.650
High (YTD): 7/16/2024 4.290
Low (YTD): 6/4/2024 0.650
52W High: 7/16/2024 4.290
52W Low: 6/4/2024 0.650
Avg. price 1W:   3.354
Avg. volume 1W:   0.000
Avg. price 1M:   3.329
Avg. volume 1M:   0.000
Avg. price 6M:   1.669
Avg. volume 6M:   0.000
Avg. price 1Y:   1.989
Avg. volume 1Y:   0.000
Volatility 1M:   143.66%
Volatility 6M:   323.70%
Volatility 1Y:   247.81%
Volatility 3Y:   -