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Soc. Generale Call 210 FDX 20.09..../  DE000SQ4FHX7  /

Frankfurt Zert./SG
2024-05-27  11:07:51 AM Chg.-0.070 Bid11:59:06 AM Ask11:59:06 AM Underlying Strike price Expiration date Option type
3.800EUR -1.81% 3.850
Bid Size: 1,000		 4.010
Ask Size: 1,000		 FedEx Corp 210.00 USD 2024-09-20 Call
 

Master data

WKN: SQ4FHX
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2024-09-20
Issue date: 2022-11-16
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 3.80
Intrinsic value: 3.47
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 3.47
Time value: 0.48
Break-even: 233.11
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.88
Theta: -0.05
Omega: 5.06
Rho: 0.51
 

Quote data

Open: 3.840
High: 3.840
Low: 3.760
Previous Close: 3.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.30%
1 Month
  -33.91%
3 Months
  -1.55%
YTD
  -24.15%
1 Year
  -8.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.540 3.870
1M High / 1M Low: 5.610 3.870
6M High / 6M Low: 7.590 3.570
High (YTD): 2024-03-26 7.590
Low (YTD): 2024-02-19 3.570
52W High: 2024-03-26 7.590
52W Low: 2023-06-01 3.560
Avg. price 1W:   4.228
Avg. volume 1W:   0.000
Avg. price 1M:   4.925
Avg. volume 1M:   0.000
Avg. price 6M:   5.139
Avg. volume 6M:   0.000
Avg. price 1Y:   5.368
Avg. volume 1Y:   0.000
Volatility 1M:   61.09%
Volatility 6M:   92.41%
Volatility 1Y:   88.32%
Volatility 3Y:   -