Soc. Generale Call 46.67 WMT 21.03.2025
/ DE000SW2YGE6
Soc. Generale Call 46.67 WMT 21.0.../ DE000SW2YGE6 /
25/07/2024 09:54:58 |
Chg.- |
Bid08:15:16 |
Ask08:15:16 |
Underlying |
Strike price |
Expiration date |
Option type |
6.91EUR |
- |
6.77 Bid Size: 1,000 |
- Ask Size: - |
Walmart Inc |
46.67 USD |
21/03/2025 |
Call |
Master data
WKN: |
SW2YGE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.67 USD |
Maturity: |
21/03/2025 |
Issue date: |
31/08/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.93 |
Intrinsic value: |
6.62 |
Implied volatility: |
0.32 |
Historic volatility: |
0.15 |
Parity: |
6.62 |
Time value: |
0.38 |
Break-even: |
66.39 |
Moneyness: |
1.51 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.70 |
Rho: |
0.26 |
Quote data
Open: |
6.91 |
High: |
6.91 |
Low: |
6.91 |
Previous Close: |
6.88 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.00% |
1 Month |
|
|
+4.70% |
3 Months |
|
|
+61.07% |
YTD |
|
|
+165.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.98 |
6.88 |
1M High / 1M Low: |
6.98 |
6.18 |
6M High / 6M Low: |
6.98 |
3.11 |
High (YTD): |
19/07/2024 |
6.98 |
Low (YTD): |
05/01/2024 |
2.49 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.64 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
39.68% |
Volatility 6M: |
|
52.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |