Soc. Generale Call 40 WMT 17.01.2025
/ DE000SV1RNM2
Soc. Generale Call 40 WMT 17.01.2.../ DE000SV1RNM2 /
| 07/11/2024 08:54:08 |
Chg.-0.07 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.21EUR |
-0.57% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
40.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SV1RNM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/03/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.21 |
| Intrinsic value: |
12.14 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.17 |
| Parity: |
12.14 |
| Time value: |
0.08 |
| Break-even: |
78.01 |
| Moneyness: |
2.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
1.90 |
| Rho: |
0.07 |
Quote data
| Open: |
12.21 |
| High: |
12.21 |
| Low: |
12.21 |
| Previous Close: |
12.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.08% |
| 1 Month |
|
|
+8.73% |
| 3 Months |
|
|
+55.94% |
| YTD |
|
|
+209.90% |
| 1 Year |
|
|
+144.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.28 |
11.51 |
| 1M High / 1M Low: |
12.28 |
10.74 |
| 6M High / 6M Low: |
12.28 |
5.73 |
| High (YTD): |
06/11/2024 |
12.28 |
| Low (YTD): |
05/01/2024 |
3.88 |
| 52W High: |
06/11/2024 |
12.28 |
| 52W Low: |
12/12/2023 |
3.57 |
| Avg. price 1W: |
|
11.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
32.88% |
| Volatility 6M: |
|
49.84% |
| Volatility 1Y: |
|
51.03% |
| Volatility 3Y: |
|
- |
