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Soc. Generale Call 46.67 WMT 20.0.../  DE000SQ80FE6  /

Frankfurt Zert./SG
2024-06-03  7:16:19 PM Chg.0.000 Bid7:34:45 PM Ask- Underlying Strike price Expiration date Option type
5.280EUR 0.00% 5.320
Bid Size: 50,000		 -
Ask Size: -		 Walmart Inc 46.67 USD 2024-09-20 Call
 

Master data

WKN: SQ80FE
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 46.67 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 5.28
Implied volatility: 0.37
Historic volatility: 0.15
Parity: 5.28
Time value: 0.19
Break-even: 61.24
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 3.22
Rho: 0.12
 

Quote data

Open: 5.460
High: 5.460
Low: 5.280
Previous Close: 5.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.31%
1 Month  
+35.38%
3 Months  
+43.09%
YTD  
+135.71%
1 Year  
+143.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.350 5.220
1M High / 1M Low: 5.360 3.820
6M High / 6M Low: 5.360 1.850
High (YTD): 2024-05-22 5.360
Low (YTD): 2024-01-05 2.150
52W High: 2024-05-22 5.360
52W Low: 2023-12-12 1.850
Avg. price 1W:   5.276
Avg. volume 1W:   0.000
Avg. price 1M:   4.697
Avg. volume 1M:   0.000
Avg. price 6M:   3.470
Avg. volume 6M:   0.000
Avg. price 1Y:   3.095
Avg. volume 1Y:   0.000
Volatility 1M:   124.22%
Volatility 6M:   71.65%
Volatility 1Y:   70.66%
Volatility 3Y:   -