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

Frankfurt Zert./SG
2024-07-26  9:41:34 PM Chg.-0.140 Bid9:58:35 PM Ask- Underlying Strike price Expiration date Option type
6.560EUR -2.09% 6.570
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: 2.92
Leverage: Yes

Calculated values

Fair value: 6.57
Intrinsic value: 6.39
Implied volatility: 0.35
Historic volatility: 0.15
Parity: 6.39
Time value: 0.22
Break-even: 65.02
Moneyness: 1.50
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.85
Rho: 0.16
 

Quote data

Open: 6.620
High: 6.650
Low: 6.470
Previous Close: 6.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.20%
1 Month  
+5.47%
3 Months  
+54.72%
YTD  
+169.96%
1 Year  
+123.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.850 6.560
1M High / 1M Low: 6.920 6.110
6M High / 6M Low: 6.920 3.000
High (YTD): 2024-07-19 6.920
Low (YTD): 2024-01-05 2.370
52W High: 2024-07-19 6.920
52W Low: 2023-12-11 2.050
Avg. price 1W:   6.746
Avg. volume 1W:   0.000
Avg. price 1M:   6.580
Avg. volume 1M:   0.000
Avg. price 6M:   4.867
Avg. volume 6M:   1.575
Avg. price 1Y:   3.862
Avg. volume 1Y:   .781
Volatility 1M:   33.51%
Volatility 6M:   62.40%
Volatility 1Y:   64.00%
Volatility 3Y:   -