Soc. Generale Call 40 WMT 20.09.2024
/ DE000SV1RNL4
Soc. Generale Call 40 WMT 20.09.2.../ DE000SV1RNL4 /
| 2024-07-05 8:55:19 AM |
Chg.+0.03 |
Bid5:56:12 PM |
Ask5:56:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.86EUR |
+0.38% |
8.08
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: |
|
- |
