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Soc. Generale Call 53.33 WMT 17.0.../  DE000SQ86475  /

Frankfurt Zert./SG
04/10/2024  21:45:41 Chg.+0.210 Bid21:59:48 Ask- Underlying Strike price Expiration date Option type
7.720EUR +2.80% 7.720
Bid Size: 3,000		 -
Ask Size: -		 Walmart Inc 53.33 USD 17/01/2025 Call
 

Master data

WKN: SQ8647
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 53.33 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 7.68
Intrinsic value: 7.55
Implied volatility: 0.39
Historic volatility: 0.17
Parity: 7.55
Time value: 0.16
Break-even: 74.29
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.83
Rho: 0.13
 

Quote data

Open: 7.470
High: 7.760
Low: 7.370
Previous Close: 7.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.46%
1 Month  
+15.74%
3 Months  
+54.09%
YTD  
+493.85%
1 Year  
+331.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.740 7.510
1M High / 1M Low: 7.760 6.550
6M High / 6M Low: 7.760 2.430
High (YTD): 25/09/2024 7.760
Low (YTD): 05/01/2024 1.220
52W High: 25/09/2024 7.760
52W Low: 12/12/2023 1.030
Avg. price 1W:   7.616
Avg. volume 1W:   0.000
Avg. price 1M:   7.300
Avg. volume 1M:   0.000
Avg. price 6M:   4.745
Avg. volume 6M:   0.000
Avg. price 1Y:   3.338
Avg. volume 1Y:   0.000
Volatility 1M:   53.46%
Volatility 6M:   91.48%
Volatility 1Y:   92.12%
Volatility 3Y:   -