Soc. Generale Call 46.67 WMT 21.03.2025
/ DE000SW2YGE6
Soc. Generale Call 46.67 WMT 21.0.../ DE000SW2YGE6 /
| 10/28/2024 9:44:00 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.14EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
46.67 - |
3/21/2025 |
Call |
Master data
| WKN: |
SW2YGE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.67 - |
| Maturity: |
3/21/2025 |
| Issue date: |
8/31/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.48 |
| Intrinsic value: |
9.32 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.17 |
| Parity: |
9.32 |
| Time value: |
0.92 |
| Break-even: |
80.80 |
| Moneyness: |
1.67 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
2.04 |
| Rho: |
0.13 |
Quote data
| Open: |
10.14 |
| High: |
10.14 |
| Low: |
10.14 |
| Previous Close: |
10.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.74% |
| 3 Months |
|
|
+67.05% |
| YTD |
|
|
+290.00% |
| 1 Year |
|
|
+184.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.39 |
9.06 |
| 6M High / 6M Low: |
10.39 |
4.22 |
| High (YTD): |
10/24/2024 |
10.39 |
| Low (YTD): |
1/5/2024 |
2.49 |
| 52W High: |
10/24/2024 |
10.39 |
| 52W Low: |
12/11/2023 |
2.19 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
38.78% |
| Volatility 6M: |
|
58.85% |
| Volatility 1Y: |
|
62.39% |
| Volatility 3Y: |
|
- |
