Soc. Generale Call 46.67 WMT 21.06.2024
/ DE000SQ4F0L0
Soc. Generale Call 46.67 WMT 21.0.../ DE000SQ4F0L0 /
| 2024-05-21 8:52:51 AM |
Chg.-0.10 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.81EUR |
-2.04% |
-
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: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.15 |
| Parity: |
4.84 |
| Time value: |
0.06 |
| Break-even: |
59.31 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.04 |
Quote data
| Open: |
4.81 |
| High: |
4.81 |
| Low: |
4.81 |
| Previous Close: |
4.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.36% |
| 1 Month |
|
|
+34.73% |
| 3 Months |
|
|
+50.78% |
| YTD |
|
|
+139.30% |
| 1 Year |
|
|
+145.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.91 |
3.58 |
| 1M High / 1M Low: |
4.91 |
3.38 |
| 6M High / 6M Low: |
4.91 |
1.62 |
| High (YTD): |
2024-05-20 |
4.91 |
| Low (YTD): |
2024-01-05 |
1.91 |
| 52W High: |
2024-05-20 |
4.91 |
| 52W Low: |
2023-12-08 |
1.62 |
| Avg. price 1W: |
|
4.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
19 |
| Avg. price 1Y: |
|
2.75 |
| Avg. volume 1Y: |
|
11.16 |
| Volatility 1M: |
|
129.53% |
| Volatility 6M: |
|
85.09% |
| Volatility 1Y: |
|
80.96% |
| Volatility 3Y: |
|
- |
