OverviewChartNewsTraderScreen

Soc. Generale Call 46.67 WMT 20.0.../  DE000SQ80FE6  /

Frankfurt Zert./SG
8/30/2024  9:51:14 AM Chg.-0.140 Bid9:57:14 AM Ask- Underlying Strike price Expiration date Option type
7.940EUR -1.73% 7.950
Bid Size: 1,000		 -
Ask Size: -		 Walmart Inc 46.67 USD 9/20/2024 Call
 

Master data

WKN: SQ80FE
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 46.67 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 8.08
Intrinsic value: 8.05
Implied volatility: 1.01
Historic volatility: 0.16
Parity: 8.05
Time value: 0.06
Break-even: 69.15
Moneyness: 1.64
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 2.51
Rho: 0.02
 

Quote data

Open: 7.960
High: 7.960
Low: 7.940
Previous Close: 8.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.40%
1 Month  
+27.04%
3 Months  
+52.11%
YTD  
+254.46%
1 Year  
+174.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.080 7.830
1M High / 1M Low: 8.080 5.620
6M High / 6M Low: 8.080 3.690
High (YTD): 8/29/2024 8.080
Low (YTD): 1/5/2024 2.150
52W High: 8/29/2024 8.080
52W Low: 12/12/2023 1.850
Avg. price 1W:   7.948
Avg. volume 1W:   0.000
Avg. price 1M:   6.705
Avg. volume 1M:   0.000
Avg. price 6M:   5.294
Avg. volume 6M:   0.000
Avg. price 1Y:   4.029
Avg. volume 1Y:   0.000
Volatility 1M:   91.61%
Volatility 6M:   71.58%
Volatility 1Y:   72.22%
Volatility 3Y:   -