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Soc. Generale Call 200 FDX 20.12..../  DE000SQ497R3  /

Frankfurt Zert./SG
2024-05-17  9:50:52 PM Chg.-0.250 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
5.900EUR -4.07% 5.930
Bid Size: 1,000		 5.960
Ask Size: 1,000		 FedEx Corp 200.00 USD 2024-12-20 Call
 

Master data

WKN: SQ497R
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.97
Leverage: Yes

Calculated values

Fair value: 5.76
Intrinsic value: 5.27
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 5.27
Time value: 0.69
Break-even: 243.61
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.51%
Delta: 0.90
Theta: -0.04
Omega: 3.58
Rho: 0.91
 

Quote data

Open: 5.950
High: 6.040
Low: 5.890
Previous Close: 6.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.81%
1 Month
  -16.55%
3 Months  
+27.16%
YTD
  -2.16%
1 Year  
+12.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.770 5.900
1M High / 1M Low: 7.450 5.900
6M High / 6M Low: 8.730 4.640
High (YTD): 2024-03-26 8.730
Low (YTD): 2024-02-19 4.640
52W High: 2024-03-26 8.730
52W Low: 2023-06-01 4.290
Avg. price 1W:   6.212
Avg. volume 1W:   0.000
Avg. price 1M:   6.587
Avg. volume 1M:   0.000
Avg. price 6M:   6.299
Avg. volume 6M:   0.000
Avg. price 1Y:   6.403
Avg. volume 1Y:   0.000
Volatility 1M:   54.67%
Volatility 6M:   77.78%
Volatility 1Y:   74.84%
Volatility 3Y:   -