Soc. Generale Call 46.67 WMT 21.03.2025
/ DE000SW2YGE6
Soc. Generale Call 46.67 WMT 21.0.../ DE000SW2YGE6 /
| 13/09/2024 09:44:31 |
Chg.+0.14 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.13EUR |
+1.56% |
-
Bid Size: - |
-
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: |
2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.16 |
| Intrinsic value: |
8.93 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.16 |
| Parity: |
8.93 |
| Time value: |
0.29 |
| Break-even: |
72.86 |
| Moneyness: |
1.71 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.28 |
| Rho: |
0.20 |
Quote data
| Open: |
9.13 |
| High: |
9.13 |
| Low: |
9.13 |
| Previous Close: |
8.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.87% |
| 1 Month |
|
|
+45.38% |
| 3 Months |
|
|
+56.60% |
| YTD |
|
|
+251.15% |
| 1 Year |
|
|
+153.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.99 |
8.31 |
| 1M High / 1M Low: |
8.99 |
6.03 |
| 6M High / 6M Low: |
8.99 |
4.10 |
| High (YTD): |
12/09/2024 |
8.99 |
| Low (YTD): |
05/01/2024 |
2.49 |
| 52W High: |
12/09/2024 |
8.99 |
| 52W Low: |
11/12/2023 |
2.19 |
| Avg. price 1W: |
|
8.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.35% |
| Volatility 6M: |
|
58.80% |
| Volatility 1Y: |
|
62.74% |
| Volatility 3Y: |
|
- |
