Soc. Generale Call 60 WMT 21.03.2025
/ DE000SW2YGG1
Soc. Generale Call 60 WMT 21.03.2.../ DE000SW2YGG1 /
| 28/06/2024 21:45:18 |
Chg.-0.050 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.000EUR |
-1.64% |
3.020
Bid Size: 4,000 |
3.030
Ask Size: 4,000 |
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: |
6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
2.16 |
| Time value: |
0.88 |
| Break-even: |
66.14 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.02 |
| Rho: |
0.30 |
Quote data
| Open: |
3.060 |
| High: |
3.100 |
| Low: |
2.940 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
+23.97% |
| 3 Months |
|
|
+88.68% |
| YTD |
|
|
+361.54% |
| 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): |
24/06/2024 |
3.350 |
| Low (YTD): |
05/01/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.904 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.693 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.56% |
| Volatility 6M: |
|
123.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
