OverviewChartNewsTraderScreen

Soc. Generale Call 60 WMT 21.03.2.../  DE000SW2YGG1  /

Frankfurt Zert./SG
15/10/2024  21:45:14 Chg.+0.250 Bid08:29:26 Ask- Underlying Strike price Expiration date Option type
6.270EUR +4.15% 6.310
Bid Size: 1,000		 -
Ask Size: -		 Walmart Inc 60.00 USD 21/03/2025 Call
 

Master data

WKN: SW2YGG
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 21/03/2025
Issue date: 31/08/2023
Last trading day: 20/03/2025
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 5.81
Intrinsic value: 5.58
Implied volatility: 0.34
Historic volatility: 0.17
Parity: 5.58
Time value: 0.40
Break-even: 74.93
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 3.43
Rho: 0.21
 

Quote data

Open: 5.990
High: 6.350
Low: 5.980
Previous Close: 6.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.50%
1 Month  
+5.56%
3 Months  
+81.21%
YTD  
+864.62%
1 Year  
+480.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.270 5.790
1M High / 1M Low: 6.270 5.320
6M High / 6M Low: 6.270 1.390
High (YTD): 15/10/2024 6.270
Low (YTD): 05/01/2024 0.590
52W High: 15/10/2024 6.270
52W Low: 12/12/2023 0.490
Avg. price 1W:   5.994
Avg. volume 1W:   0.000
Avg. price 1M:   5.857
Avg. volume 1M:   0.000
Avg. price 6M:   3.592
Avg. volume 6M:   0.000
Avg. price 1Y:   2.359
Avg. volume 1Y:   0.000
Volatility 1M:   66.86%
Volatility 6M:   121.79%
Volatility 1Y:   116.50%
Volatility 3Y:   -