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Soc. Generale Call 63.33 WMT 17.0.../  DE000SV4R6P4  /

Frankfurt Zert./SG
2024-07-26  9:41:33 PM Chg.-0.120 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
2.440EUR -4.69% 2.480
Bid Size: 4,000		 2.490
Ask Size: 4,000		 Walmart Inc 63.33 USD 2025-01-17 Call
 

Master data

WKN: SV4R6P
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 63.33 USD
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 1.78
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 1.78
Time value: 0.71
Break-even: 66.64
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.40%
Delta: 0.79
Theta: -0.01
Omega: 6.08
Rho: 0.20
 

Quote data

Open: 2.530
High: 2.570
Low: 2.380
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.95%
1 Month  
+14.55%
3 Months  
+159.57%
YTD  
+662.50%
1 Year  
+335.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.680 2.440
1M High / 1M Low: 2.750 2.040
6M High / 6M Low: 2.750 0.430
High (YTD): 2024-07-18 2.750
Low (YTD): 2024-01-05 0.290
52W High: 2024-07-18 2.750
52W Low: 2023-12-12 0.220
Avg. price 1W:   2.594
Avg. volume 1W:   0.000
Avg. price 1M:   2.465
Avg. volume 1M:   40.909
Avg. price 6M:   1.375
Avg. volume 6M:   7.087
Avg. price 1Y:   0.939
Avg. volume 1Y:   3.516
Volatility 1M:   71.67%
Volatility 6M:   160.53%
Volatility 1Y:   147.69%
Volatility 3Y:   -