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Soc. Generale Call 230 FDX 21.06..../  DE000SQ4JGV5  /

Frankfurt Zert./SG
2024-05-24  9:43:30 PM Chg.-0.180 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.640EUR -9.89% 1.710
Bid Size: 1,800		 1.750
Ask Size: 1,800		 FedEx Corp 230.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4JGV
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.12
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.62
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 1.62
Time value: 0.12
Break-even: 229.44
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.75%
Delta: 0.91
Theta: -0.06
Omega: 11.91
Rho: 0.14
 

Quote data

Open: 1.750
High: 1.970
Low: 1.640
Previous Close: 1.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.21%
1 Month
  -54.44%
3 Months
  -18.41%
YTD
  -48.27%
1 Year
  -42.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.350 1.640
1M High / 1M Low: 3.440 1.640
6M High / 6M Low: 5.600 1.640
High (YTD): 2024-03-26 5.510
Low (YTD): 2024-05-24 1.640
52W High: 2023-12-18 5.600
52W Low: 2024-05-24 1.640
Avg. price 1W:   2.026
Avg. volume 1W:   0.000
Avg. price 1M:   2.749
Avg. volume 1M:   0.000
Avg. price 6M:   3.172
Avg. volume 6M:   0.000
Avg. price 1Y:   3.565
Avg. volume 1Y:   0.000
Volatility 1M:   116.51%
Volatility 6M:   135.05%
Volatility 1Y:   123.37%
Volatility 3Y:   -