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

Frankfurt Zert./SG
7/12/2024  8:25:55 PM Chg.+0.040 Bid9:10:12 PM Ask9:10:12 PM Underlying Strike price Expiration date Option type
3.170EUR +1.28% 3.140
Bid Size: 60,000		 3.150
Ask Size: 60,000		 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: 5.96
Leverage: Yes

Calculated values

Fair value: 3.00
Intrinsic value: 2.70
Implied volatility: 0.26
Historic volatility: 0.15
Parity: 2.70
Time value: 0.53
Break-even: 65.94
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.31%
Delta: 0.86
Theta: -0.01
Omega: 5.10
Rho: 0.19
 

Quote data

Open: 3.170
High: 3.240
Low: 3.170
Previous Close: 3.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.86%
1 Month  
+30.45%
3 Months  
+124.82%
YTD  
+574.47%
1 Year  
+380.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.320 3.130
1M High / 1M Low: 3.320 2.430
6M High / 6M Low: 3.320 0.520
High (YTD): 7/10/2024 3.320
Low (YTD): 1/5/2024 0.420
52W High: 7/10/2024 3.320
52W Low: 12/12/2023 0.350
Avg. price 1W:   3.218
Avg. volume 1W:   0.000
Avg. price 1M:   2.867
Avg. volume 1M:   0.000
Avg. price 6M:   1.618
Avg. volume 6M:   0.000
Avg. price 1Y:   1.176
Avg. volume 1Y:   0.000
Volatility 1M:   82.75%
Volatility 6M:   142.92%
Volatility 1Y:   134.32%
Volatility 3Y:   -