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Soc. Generale Call 43.33 WMT 17.0.../  DE000SQ86442  /

Frankfurt Zert./SG
7/12/2024  7:48:52 PM Chg.+0.040 Bid8:48:58 PM Ask- Underlying Strike price Expiration date Option type
7.540EUR +0.53% 7.470
Bid Size: 50,000		 -
Ask Size: -		 Walmart Inc 43.33 USD 1/17/2025 Call
 

Master data

WKN: SQ8644
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 43.33 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 7.52
Intrinsic value: 7.30
Implied volatility: 0.38
Historic volatility: 0.15
Parity: 7.30
Time value: 0.28
Break-even: 65.11
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 2.48
Rho: 0.19
 

Quote data

Open: 7.490
High: 7.570
Low: 7.460
Previous Close: 7.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.05%
1 Month  
+12.37%
3 Months  
+44.72%
YTD  
+134.16%
1 Year  
+125.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.700 7.500
1M High / 1M Low: 7.700 6.710
6M High / 6M Low: 7.700 3.450
High (YTD): 7/10/2024 7.700
Low (YTD): 1/5/2024 3.130
52W High: 7/10/2024 7.700
52W Low: 12/11/2023 2.820
Avg. price 1W:   7.592
Avg. volume 1W:   0.000
Avg. price 1M:   7.215
Avg. volume 1M:   0.000
Avg. price 6M:   5.405
Avg. volume 6M:   0.000
Avg. price 1Y:   4.523
Avg. volume 1Y:   0.000
Volatility 1M:   37.51%
Volatility 6M:   54.41%
Volatility 1Y:   55.25%
Volatility 3Y:   -