Soc. Generale Call 46.67 WMT 21.06.2024
/ DE000SQ4F0L0
Soc. Generale Call 46.67 WMT 21.0.../ DE000SQ4F0L0 /
| 2024-05-24 8:52:17 AM |
Chg.-0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.00EUR |
-1.19% |
-
Bid Size: - |
-
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: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
5.17 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.15 |
| Parity: |
5.17 |
| Time value: |
0.05 |
| Break-even: |
60.43 |
| Moneyness: |
1.40 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.03 |
Quote data
| Open: |
5.00 |
| High: |
5.00 |
| Low: |
5.00 |
| Previous Close: |
5.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+34.77% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+148.76% |
| 1 Year |
|
|
+168.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.06 |
4.81 |
| 1M High / 1M Low: |
5.06 |
3.38 |
| 6M High / 6M Low: |
5.06 |
1.62 |
| High (YTD): |
2024-05-23 |
5.06 |
| Low (YTD): |
2024-01-05 |
1.91 |
| 52W High: |
2024-05-23 |
5.06 |
| 52W Low: |
2023-12-08 |
1.62 |
| Avg. price 1W: |
|
4.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
19 |
| Avg. price 1Y: |
|
2.79 |
| Avg. volume 1Y: |
|
11.20 |
| Volatility 1M: |
|
124.90% |
| Volatility 6M: |
|
84.78% |
| Volatility 1Y: |
|
81.12% |
| Volatility 3Y: |
|
- |
