Soc. Generale Call 46.67 WMT 21.03.2025
/ DE000SW2YGE6
Soc. Generale Call 46.67 WMT 21.0.../ DE000SW2YGE6 /
9/13/2024 9:44:31 AM |
Chg.+0.14 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.13EUR |
+1.56% |
- Bid Size: - |
- Ask Size: - |
Walmart Inc |
46.67 USD |
3/21/2025 |
Call |
Master data
WKN: |
SW2YGE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.67 USD |
Maturity: |
3/21/2025 |
Issue date: |
8/31/2023 |
Last trading day: |
3/20/2025 |
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): |
9/12/2024 |
8.99 |
Low (YTD): |
1/5/2024 |
2.49 |
52W High: |
9/12/2024 |
8.99 |
52W Low: |
12/11/2023 |
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: |
|
- |