Soc. Generale Call 60 WMT 21.03.2025
/ DE000SW2YGG1
Soc. Generale Call 60 WMT 21.03.2.../ DE000SW2YGG1 /
7/12/2024 8:01:20 PM |
Chg.0.000 |
Bid8:48:00 PM |
Ask8:48:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.430EUR |
0.00% |
3.410 Bid Size: 60,000 |
3.420 Ask Size: 60,000 |
Walmart Inc |
60.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
SW2YGG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
8/31/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.19 |
Intrinsic value: |
2.70 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
2.70 |
Time value: |
0.80 |
Break-even: |
66.84 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.29% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
4.58 |
Rho: |
0.29 |
Quote data
Open: |
3.460 |
High: |
3.520 |
Low: |
3.400 |
Previous Close: |
3.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.00% |
1 Month |
|
|
+25.18% |
3 Months |
|
|
+104.17% |
YTD |
|
|
+427.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.580 |
3.430 |
1M High / 1M Low: |
3.580 |
2.740 |
6M High / 6M Low: |
3.580 |
0.710 |
High (YTD): |
7/10/2024 |
3.580 |
Low (YTD): |
1/5/2024 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.486 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.872 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.54% |
Volatility 6M: |
|
120.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |