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Soc. Generale Call 220 FDX 20.09..../  DE000SQ4FHY5  /

Frankfurt Zert./SG
2024-05-27  9:49:18 AM Chg.-0.110 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
3.030EUR -3.50% 3.030
Bid Size: 1,000		 3.200
Ask Size: 1,000		 FedEx Corp 220.00 USD 2024-09-20 Call
 

Master data

WKN: SQ4FHY
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 220.00 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: 7.11
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 2.54
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 2.54
Time value: 0.67
Break-even: 234.93
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.81
Theta: -0.06
Omega: 5.76
Rho: 0.49
 

Quote data

Open: 3.100
High: 3.100
Low: 3.030
Previous Close: 3.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.63%
1 Month
  -38.91%
3 Months
  -5.61%
YTD
  -29.86%
1 Year
  -16.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.770 3.140
1M High / 1M Low: 4.800 3.140
6M High / 6M Low: 6.800 2.930
High (YTD): 2024-03-26 6.770
Low (YTD): 2024-02-19 2.930
52W High: 2023-12-18 6.800
52W Low: 2024-02-19 2.930
Avg. price 1W:   3.474
Avg. volume 1W:   0.000
Avg. price 1M:   4.139
Avg. volume 1M:   0.000
Avg. price 6M:   4.412
Avg. volume 6M:   0.000
Avg. price 1Y:   4.689
Avg. volume 1Y:   0.000
Volatility 1M:   71.57%
Volatility 6M:   101.54%
Volatility 1Y:   96.67%
Volatility 3Y:   -