Soc. Generale Call 60 WMT 20.12.2024
/ DE000SV46C49
Soc. Generale Call 60 WMT 20.12.2.../ DE000SV46C49 /
7/25/2024 9:36:17 PM |
Chg.-0.130 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.250EUR |
-3.85% |
3.220 Bid Size: 4,000 |
3.230 Ask Size: 4,000 |
Walmart Inc |
60.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV46C4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/9/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.20 |
Intrinsic value: |
2.93 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
2.93 |
Time value: |
0.45 |
Break-even: |
66.63 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.30% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
5.08 |
Rho: |
0.19 |
Quote data
Open: |
3.320 |
High: |
3.370 |
Low: |
3.220 |
Previous Close: |
3.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.25% |
1 Month |
|
|
+9.80% |
3 Months |
|
|
+142.54% |
YTD |
|
|
+591.49% |
1 Year |
|
|
+311.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.430 |
3.250 |
1M High / 1M Low: |
3.450 |
2.690 |
6M High / 6M Low: |
3.450 |
0.620 |
High (YTD): |
7/17/2024 |
3.450 |
Low (YTD): |
1/5/2024 |
0.420 |
52W High: |
7/17/2024 |
3.450 |
52W Low: |
12/12/2023 |
0.350 |
Avg. price 1W: |
|
3.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.135 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.834 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.279 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
62.75% |
Volatility 6M: |
|
140.39% |
Volatility 1Y: |
|
133.22% |
Volatility 3Y: |
|
- |