Soc. Generale Call 56.67 WMT 17.01.2025
/ DE000SQ86483
Soc. Generale Call 56.67 WMT 17.0.../ DE000SQ86483 /
12/07/2024 20:03:03 |
Chg.+0.010 |
Bid20:45:27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.030EUR |
+0.25% |
4.010 Bid Size: 60,000 |
- Ask Size: - |
Walmart Inc |
56.67 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ8648 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.67 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: |
4.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.92 |
Intrinsic value: |
3.62 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
3.62 |
Time value: |
0.47 |
Break-even: |
65.75 |
Moneyness: |
1.23 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
4.25 |
Rho: |
0.23 |
Quote data
Open: |
4.030 |
High: |
4.130 |
Low: |
4.000 |
Previous Close: |
4.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.18% |
1 Month |
|
|
+22.87% |
3 Months |
|
|
+92.82% |
YTD |
|
|
+368.60% |
1 Year |
|
|
+273.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.210 |
4.020 |
1M High / 1M Low: |
4.210 |
3.280 |
6M High / 6M Low: |
4.210 |
0.920 |
High (YTD): |
10/07/2024 |
4.210 |
Low (YTD): |
05/01/2024 |
0.800 |
52W High: |
10/07/2024 |
4.210 |
52W Low: |
12/12/2023 |
0.650 |
Avg. price 1W: |
|
4.108 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.729 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.742 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
65.93% |
Volatility 6M: |
|
113.83% |
Volatility 1Y: |
|
109.08% |
Volatility 3Y: |
|
- |