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Soc. Generale Call 46.67 WMT 21.0.../  DE000SQ4HDV6  /

Frankfurt Zert./SG
2024-05-15  8:15:04 PM Chg.-0.030 Bid8:15:43 PM Ask- Underlying Strike price Expiration date Option type
3.670EUR -0.81% 3.660
Bid Size: 60,000		 -
Ask Size: -		 Walmart Inc 46.67 USD 2024-06-21 Call
 

Master data

WKN: SQ4HDV
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: 3.590
High: 3.700
Low: 3.590
Previous Close: 3.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.68%
1 Month
  -4.43%
3 Months  
+25.26%
YTD  
+80.79%
1 Year  
+63.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.920 3.700
1M High / 1M Low: 3.920 3.550
6M High / 6M Low: 4.160 1.620
High (YTD): 2024-03-21 4.160
Low (YTD): 2024-01-05 1.960
52W High: 2024-03-21 4.160
52W Low: 2023-12-08 1.620
Avg. price 1W:   3.856
Avg. volume 1W:   37.400
Avg. price 1M:   3.775
Avg. volume 1M:   8.905
Avg. price 6M:   2.977
Avg. volume 6M:   1.508
Avg. price 1Y:   2.732
Avg. volume 1Y:   .730
Volatility 1M:   55.22%
Volatility 6M:   79.79%
Volatility 1Y:   70.20%
Volatility 3Y:   -