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Soc. Generale Call 53.33 WMT 20.0.../  DE000SQ80FF3  /

Frankfurt Zert./SG
2024-05-22  5:59:14 PM Chg.+0.100 Bid6:43:52 PM Ask- Underlying Strike price Expiration date Option type
3.590EUR +2.87% 3.620
Bid Size: 60,000		 -
Ask Size: -		 Walmart Inc 53.33 USD 2024-09-20 Call
 

Master data

WKN: SQ80FF
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 53.33 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: 5.09
Leverage: Yes

Calculated values

Fair value: 3.46
Intrinsic value: 3.27
Implied volatility: 0.26
Historic volatility: 0.15
Parity: 3.27
Time value: 0.27
Break-even: 60.93
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 4.74
Rho: 0.15
 

Quote data

Open: 3.430
High: 3.620
Low: 3.410
Previous Close: 3.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+69.34%
1 Month  
+53.42%
3 Months  
+76.85%
YTD  
+259.00%
1 Year  
+223.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.490 2.120
1M High / 1M Low: 3.490 2.050
6M High / 6M Low: 3.490 0.750
High (YTD): 2024-05-21 3.490
Low (YTD): 2024-01-05 0.940
52W High: 2024-05-21 3.490
52W Low: 2023-12-12 0.750
Avg. price 1W:   3.112
Avg. volume 1W:   0.000
Avg. price 1M:   2.470
Avg. volume 1M:   0.000
Avg. price 6M:   1.785
Avg. volume 6M:   0.000
Avg. price 1Y:   1.616
Avg. volume 1Y:   0.000
Volatility 1M:   207.42%
Volatility 6M:   112.69%
Volatility 1Y:   105.50%
Volatility 3Y:   -