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Soc. Generale Call 53.33 WMT 20.0.../  DE000SQ80FF3  /

Frankfurt Zert./SG
2024-07-05  9:52:04 AM Chg.-0.190 Bid2024-07-05 Ask- Underlying Strike price Expiration date Option type
4.110EUR -4.42% 4.110
Bid Size: 1,000		 -
Ask Size: -		 Walmart Inc 53.33 USD 2024-09-20 Call
 

Master data

WKN: SQ80FF
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 53.33 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 4.25
Intrinsic value: 4.14
Implied volatility: 0.41
Historic volatility: 0.15
Parity: 4.14
Time value: 0.24
Break-even: 63.93
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 4.00
Rho: 0.09
 

Quote data

Open: 4.230
High: 4.230
Low: 4.110
Previous Close: 4.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.72%
1 Month  
+3.27%
3 Months  
+80.26%
YTD  
+311.00%
1 Year  
+174.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.300 4.120
1M High / 1M Low: 4.510 3.660
6M High / 6M Low: 4.510 0.940
High (YTD): 2024-06-24 4.510
Low (YTD): 2024-01-05 0.940
52W High: 2024-06-24 4.510
52W Low: 2023-12-12 0.750
Avg. price 1W:   4.194
Avg. volume 1W:   0.000
Avg. price 1M:   4.118
Avg. volume 1M:   0.000
Avg. price 6M:   2.525
Avg. volume 6M:   0.000
Avg. price 1Y:   1.953
Avg. volume 1Y:   0.000
Volatility 1M:   72.95%
Volatility 6M:   106.89%
Volatility 1Y:   104.91%
Volatility 3Y:   -