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

Frankfurt Zert./SG
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:   -