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Soc. Generale Call 60 WMT 20.12.2.../  DE000SV46C49  /

Frankfurt Zert./SG
2024-06-27  9:46:29 AM Chg.-0.080 Bid9:55:53 AM Ask9:55:53 AM Underlying Strike price Expiration date Option type
2.880EUR -2.70% 2.890
Bid Size: 2,000		 2.990
Ask Size: 2,000		 Walmart Inc 60.00 USD 2024-12-20 Call
 

Master data

WKN: SV46C4
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 60.00 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: 6.52
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 2.33
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 2.33
Time value: 0.61
Break-even: 65.98
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.34%
Delta: 0.83
Theta: -0.01
Omega: 5.42
Rho: 0.21
 

Quote data

Open: 2.860
High: 2.910
Low: 2.860
Previous Close: 2.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.05%
1 Month  
+24.68%
3 Months  
+100.00%
YTD  
+512.77%
1 Year  
+329.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.060 2.680
1M High / 1M Low: 3.060 2.130
6M High / 6M Low: 3.060 0.420
High (YTD): 2024-06-24 3.060
Low (YTD): 2024-01-05 0.420
52W High: 2024-06-24 3.060
52W Low: 2023-12-12 0.350
Avg. price 1W:   2.892
Avg. volume 1W:   0.000
Avg. price 1M:   2.559
Avg. volume 1M:   0.000
Avg. price 6M:   1.402
Avg. volume 6M:   0.000
Avg. price 1Y:   1.079
Avg. volume 1Y:   0.000
Volatility 1M:   93.70%
Volatility 6M:   146.16%
Volatility 1Y:   135.97%
Volatility 3Y:   -