Soc. Generale Call 60 WMT 21.03.2025
/ DE000SW2YGG1
Soc. Generale Call 60 WMT 21.03.2.../ DE000SW2YGG1 /
2024-06-27 8:48:55 AM |
Chg.-0.040 |
Bid9:21:15 AM |
Ask9:21:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.190EUR |
-1.24% |
3.160 Bid Size: 2,000 |
3.250 Ask Size: 2,000 |
Walmart Inc |
60.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SW2YGG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2023-08-31 |
Last trading day: |
2025-03-20 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.91 |
Intrinsic value: |
2.33 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
2.33 |
Time value: |
0.88 |
Break-even: |
66.88 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.31% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
4.85 |
Rho: |
0.30 |
Quote data
Open: |
3.150 |
High: |
3.190 |
Low: |
3.140 |
Previous Close: |
3.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.27% |
1 Month |
|
|
+23.17% |
3 Months |
|
|
+86.55% |
YTD |
|
|
+390.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.350 |
2.960 |
1M High / 1M Low: |
3.350 |
2.420 |
6M High / 6M Low: |
3.350 |
0.590 |
High (YTD): |
2024-06-24 |
3.350 |
Low (YTD): |
2024-01-05 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.843 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.648 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.22% |
Volatility 6M: |
|
122.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |