Soc. Generale Call 63.33 WMT 20.12.2024
/ DE000SU2P8J9
Soc. Generale Call 63.33 WMT 20.1.../ DE000SU2P8J9 /
2024-07-05 9:50:35 PM |
Chg.+0.330 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.500EUR |
+15.21% |
2.500 Bid Size: 4,000 |
2.510 Ask Size: 4,000 |
Walmart Inc |
63.33 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2P8J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.33 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-23 |
Last trading day: |
2024-12-19 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
1.36 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
1.36 |
Time value: |
0.85 |
Break-even: |
65.95 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
6.30 |
Rho: |
0.18 |
Quote data
Open: |
2.120 |
High: |
2.500 |
Low: |
2.030 |
Previous Close: |
2.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.38% |
1 Month |
|
|
+32.28% |
3 Months |
|
|
+190.70% |
YTD |
|
|
+792.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.170 |
1.970 |
1M High / 1M Low: |
2.300 |
1.690 |
6M High / 6M Low: |
2.300 |
0.240 |
High (YTD): |
2024-06-24 |
2.300 |
Low (YTD): |
2024-01-05 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.989 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.027 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.44% |
Volatility 6M: |
|
174.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |