Soc. Generale Call 240 FDX 20.12.2024
/ DE000SQ7W6G3
Soc. Generale Call 240 FDX 20.12..../ DE000SQ7W6G3 /
| 2024-05-06 9:40:33 AM |
Chg.-0.04 |
Bid3:52:47 PM |
Ask3:52:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.48EUR |
-1.14% |
3.64
Bid Size: 30,000 |
3.66
Ask Size: 30,000 |
FedEx Corp |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SQ7W6G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
1.92 |
| Time value: |
1.63 |
| Break-even: |
258.58 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
4.91 |
| Rho: |
0.87 |
Quote data
| Open: |
3.48 |
| High: |
3.48 |
| Low: |
3.48 |
| Previous Close: |
3.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-25.80% |
| 3 Months |
|
|
+43.21% |
| YTD |
|
|
-2.25% |
| 1 Year |
|
|
+10.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.52 |
| 1M High / 1M Low: |
4.68 |
3.52 |
| 6M High / 6M Low: |
5.80 |
2.29 |
| High (YTD): |
2024-03-22 |
5.62 |
| Low (YTD): |
2024-02-20 |
2.29 |
| 52W High: |
2023-12-18 |
5.80 |
| 52W Low: |
2024-02-20 |
2.29 |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.43% |
| Volatility 6M: |
|
121.65% |
| Volatility 1Y: |
|
108.59% |
| Volatility 3Y: |
|
- |
