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

EUWAX
2024-05-22  9:57:40 AM Chg.+0.24 Bid10:15:05 AM Ask10:15:05 AM Underlying Strike price Expiration date Option type
3.45EUR +7.48% 3.47
Bid Size: 4,000		 -
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: 3.45
High: 3.45
Low: 3.45
Previous Close: 3.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.22%
1 Month  
+57.53%
3 Months  
+77.84%
YTD  
+248.48%
1 Year  
+210.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.31 2.14
1M High / 1M Low: 3.31 2.03
6M High / 6M Low: 3.31 0.71
High (YTD): 2024-05-20 3.31
Low (YTD): 2024-01-05 0.91
52W High: 2024-05-20 3.31
52W Low: 2023-12-11 0.71
Avg. price 1W:   2.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   1.60
Avg. volume 1Y:   0.00
Volatility 1M:   153.39%
Volatility 6M:   106.71%
Volatility 1Y:   102.52%
Volatility 3Y:   -