Soc. Generale Call 40 WMT 20.09.2.../  DE000SV1RNL4  /

EUWAX
2024-07-05  8:55:19 AM Chg.+0.03 Bid4:29:00 PM Ask4:29:00 PM Underlying Strike price Expiration date Option type
7.86EUR +0.38% 8.00
Bid Size: 50,000
-
Ask Size: -
Walmart Inc 40.00 USD 2024-09-20 Call
 

Master data

WKN: SV1RNL
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-09-20
Issue date: 2023-03-03
Last trading day: 2024-09-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.36
Leverage: Yes

Calculated values

Fair value: 7.92
Intrinsic value: 7.84
Implied volatility: 0.72
Historic volatility: 0.15
Parity: 7.84
Time value: 0.18
Break-even: 63.73
Moneyness: 1.71
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 2.28
Rho: 0.07
 

Quote data

Open: 7.86
High: 7.86
Low: 7.86
Previous Close: 7.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.26%
1 Month  
+6.50%
3 Months  
+42.39%
YTD  
+109.60%
1 Year  
+84.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.84 7.67
1M High / 1M Low: 8.11 7.28
6M High / 6M Low: 8.11 3.69
High (YTD): 2024-06-25 8.11
Low (YTD): 2024-01-05 3.69
52W High: 2024-06-25 8.11
52W Low: 2023-12-12 3.36
Avg. price 1W:   7.78
Avg. volume 1W:   0.00
Avg. price 1M:   7.68
Avg. volume 1M:   0.00
Avg. price 6M:   5.82
Avg. volume 6M:   0.00
Avg. price 1Y:   5.01
Avg. volume 1Y:   0.00
Volatility 1M:   33.50%
Volatility 6M:   49.41%
Volatility 1Y:   51.46%
Volatility 3Y:   -