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Soc. Generale Call 46.67 WMT 21.0.../  DE000SQ4F0L0  /

Frankfurt Zert./SG
2024-05-15  9:38:21 PM Chg.-0.060 Bid9:59:59 PM Ask- Underlying Strike price Expiration date Option type
3.640EUR -1.62% 3.690
Bid Size: 4,000		 -
Ask Size: -		 Walmart Inc 46.67 USD 2024-06-21 Call
 

Master data

WKN: SQ4F0L
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 46.67 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 4.46
Leverage: Yes

Calculated values

Fair value: 3.71
Intrinsic value: 3.66
Implied volatility: 0.37
Historic volatility: 0.14
Parity: 3.66
Time value: 0.06
Break-even: 55.56
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 4.40
Rho: 0.04
 

Quote data

Open: 3.580
High: 3.680
Low: 3.580
Previous Close: 3.700
Turnover: 651.560
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.45%
1 Month
  -5.70%
3 Months  
+24.23%
YTD  
+80.20%
1 Year  
+62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.920 3.700
1M High / 1M Low: 3.920 3.530
6M High / 6M Low: 4.160 1.630
High (YTD): 2024-03-21 4.160
Low (YTD): 2024-01-05 1.920
52W High: 2024-03-21 4.160
52W Low: 2023-12-12 1.630
Avg. price 1W:   3.860
Avg. volume 1W:   0.000
Avg. price 1M:   3.778
Avg. volume 1M:   0.000
Avg. price 6M:   2.974
Avg. volume 6M:   0.000
Avg. price 1Y:   2.727
Avg. volume 1Y:   0.000
Volatility 1M:   59.01%
Volatility 6M:   79.89%
Volatility 1Y:   70.29%
Volatility 3Y:   -