Soc. Generale Call 270 FDX 20.09.2024
/ DE000SQ8SFW7
Soc. Generale Call 270 FDX 20.09..../ DE000SQ8SFW7 /
| 30/07/2024 08:27:43 |
Chg.-0.05 |
Bid12:23:26 |
Ask12:23:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
-1.57% |
3.19
Bid Size: 1,000 |
3.34
Ask Size: 1,000 |
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: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
2.70 |
| Time value: |
0.51 |
| Break-even: |
281.66 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.94% |
| Delta: |
0.82 |
| Theta: |
-0.11 |
| Omega: |
7.03 |
| Rho: |
0.28 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.41% |
| 1 Month |
|
|
+1.62% |
| 3 Months |
|
|
+99.36% |
| YTD |
|
|
+87.43% |
| 1 Year |
|
|
-6.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
3.10 |
| 1M High / 1M Low: |
4.18 |
2.69 |
| 6M High / 6M Low: |
4.18 |
0.61 |
| High (YTD): |
17/07/2024 |
4.18 |
| Low (YTD): |
30/05/2024 |
0.61 |
| 52W High: |
17/07/2024 |
4.18 |
| 52W Low: |
30/05/2024 |
0.61 |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
134.33% |
| Volatility 6M: |
|
297.44% |
| Volatility 1Y: |
|
230.88% |
| Volatility 3Y: |
|
- |
