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Soc. Generale Call 56.67 WMT 17.0.../  DE000SQ86483  /

Frankfurt Zert./SG
7/12/2024  8:03:03 PM Chg.+0.010 Bid8:50:47 PM Ask- Underlying Strike price Expiration date Option type
4.030EUR +0.25% 4.000
Bid Size: 60,000		 -
Ask Size: -		 Walmart Inc 56.67 USD 1/17/2025 Call
 

Master data

WKN: SQ8648
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 56.67 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
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): 7/10/2024 4.210
Low (YTD): 1/5/2024 0.800
52W High: 7/10/2024 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:   -