Soc. Generale Call 200 FDX 20.12.2024
/ DE000SQ497R3
Soc. Generale Call 200 FDX 20.12..../ DE000SQ497R3 /
| 2024-05-17 9:04:49 AM |
Chg.-0.07 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.93EUR |
-1.17% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.93 |
| High: |
5.93 |
| Low: |
5.93 |
| Previous Close: |
6.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.32% |
| 1 Month |
|
|
-9.19% |
| 3 Months |
|
|
+27.53% |
| YTD |
|
|
-2.31% |
| 1 Year |
|
|
+14.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.69 |
5.93 |
| 1M High / 1M Low: |
7.22 |
5.93 |
| 6M High / 6M Low: |
8.72 |
4.53 |
| High (YTD): |
2024-03-22 |
8.72 |
| Low (YTD): |
2024-02-20 |
4.53 |
| 52W High: |
2024-03-22 |
8.72 |
| 52W Low: |
2023-06-01 |
4.31 |
| Avg. price 1W: |
|
6.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.58% |
| Volatility 6M: |
|
87.13% |
| Volatility 1Y: |
|
79.66% |
| Volatility 3Y: |
|
- |
