Soc. Generale Call 40 WMT 17.01.2025
/ DE000SV1RNM2
Soc. Generale Call 40 WMT 17.01.2.../ DE000SV1RNM2 /
| 2024-07-25 8:52:41 AM |
Chg.- |
Bid8:24:40 AM |
Ask8:24:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.60EUR |
- |
8.44
Bid Size: 1,000 |
-
Ask Size: - |
Walmart Inc |
40.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV1RNM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.66 |
| Intrinsic value: |
8.47 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
8.47 |
| Time value: |
0.20 |
| Break-even: |
65.81 |
| Moneyness: |
1.77 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.24 |
| Rho: |
0.17 |
Quote data
| Open: |
8.60 |
| High: |
8.60 |
| Low: |
8.60 |
| Previous Close: |
8.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.12% |
| 1 Month |
|
|
+9.14% |
| 3 Months |
|
|
+46.76% |
| YTD |
|
|
+118.27% |
| 1 Year |
|
|
+94.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.60 |
8.49 |
| 1M High / 1M Low: |
8.63 |
7.85 |
| 6M High / 6M Low: |
8.63 |
4.52 |
| High (YTD): |
2024-07-11 |
8.63 |
| Low (YTD): |
2024-01-05 |
3.88 |
| 52W High: |
2024-07-11 |
8.63 |
| 52W Low: |
2023-12-12 |
3.57 |
| Avg. price 1W: |
|
8.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
30.66% |
| Volatility 6M: |
|
46.10% |
| Volatility 1Y: |
|
48.12% |
| Volatility 3Y: |
|
- |
