Soc. Generale Call 60 WMT 20.12.2024
/ DE000SV46C49
Soc. Generale Call 60 WMT 20.12.2.../ DE000SV46C49 /
8/30/2024 9:48:02 PM |
Chg.+0.220 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.970EUR |
+4.63% |
4.990 Bid Size: 4,000 |
- Ask Size: - |
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: |
4.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.86 |
Intrinsic value: |
4.68 |
Implied volatility: |
0.35 |
Historic volatility: |
0.16 |
Parity: |
4.68 |
Time value: |
0.31 |
Break-even: |
70.95 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.91 |
Rho: |
0.15 |
Quote data
Open: |
4.640 |
High: |
4.970 |
Low: |
4.600 |
Previous Close: |
4.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.71% |
1 Month |
|
|
+58.28% |
3 Months |
|
|
+120.89% |
YTD |
|
|
+957.45% |
1 Year |
|
|
+458.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.970 |
4.610 |
1M High / 1M Low: |
4.970 |
2.560 |
6M High / 6M Low: |
4.970 |
1.150 |
High (YTD): |
8/30/2024 |
4.970 |
Low (YTD): |
1/5/2024 |
0.420 |
52W High: |
8/30/2024 |
4.970 |
52W Low: |
12/12/2023 |
0.350 |
Avg. price 1W: |
|
4.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.675 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.359 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.561 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
156.10% |
Volatility 6M: |
|
145.85% |
Volatility 1Y: |
|
138.11% |
Volatility 3Y: |
|
- |