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Soc. Generale Call 46.67 WMT 20.1.../  DE000SV46C23  /

Frankfurt Zert./SG
2024-07-05  9:35:29 PM Chg.+0.390 Bid9:59:47 PM Ask- Underlying Strike price Expiration date Option type
6.680EUR +6.20% 6.730
Bid Size: 3,000		 -
Ask Size: -		 Walmart Inc 46.67 USD 2024-12-20 Call
 

Master data

WKN: SV46C2
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 46.67 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.97
Leverage: Yes

Calculated values

Fair value: 6.20
Intrinsic value: 5.99
Implied volatility: 0.43
Historic volatility: 0.15
Parity: 5.99
Time value: 0.39
Break-even: 64.44
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 2.77
Rho: 0.17
 

Quote data

Open: 6.240
High: 6.690
Low: 6.090
Previous Close: 6.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.27%
1 Month  
+12.65%
3 Months  
+61.35%
YTD  
+174.90%
1 Year  
+125.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.290 6.110
1M High / 1M Low: 6.530 5.670
6M High / 6M Low: 6.530 2.370
High (YTD): 2024-06-24 6.530
Low (YTD): 2024-01-05 2.370
52W High: 2024-06-24 6.530
52W Low: 2023-12-11 2.050
Avg. price 1W:   6.196
Avg. volume 1W:   0.000
Avg. price 1M:   6.115
Avg. volume 1M:   0.000
Avg. price 6M:   4.360
Avg. volume 6M:   1.575
Avg. price 1Y:   3.612
Avg. volume 1Y:   .781
Volatility 1M:   47.79%
Volatility 6M:   63.80%
Volatility 1Y:   64.92%
Volatility 3Y:   -