Soc. Generale Call 63.33 WMT 20.12.2024
/ DE000SU2P8J9
Soc. Generale Call 63.33 WMT 20.1.../ DE000SU2P8J9 /
| 2024-07-26 9:48:26 PM |
Chg.-0.130 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.340EUR |
-5.26% |
2.390
Bid Size: 4,000 |
2.400
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: |
8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
1.78 |
| Time value: |
0.62 |
| Break-even: |
66.34 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
6.37 |
| Rho: |
0.17 |
Quote data
| Open: |
2.450 |
| High: |
2.470 |
| Low: |
2.240 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.70% |
| 1 Month |
|
|
+15.27% |
| 3 Months |
|
|
+168.97% |
| YTD |
|
|
+735.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.580 |
2.340 |
| 1M High / 1M Low: |
2.660 |
1.970 |
| 6M High / 6M Low: |
2.660 |
0.380 |
| High (YTD): |
2024-07-17 |
2.660 |
| Low (YTD): |
2024-01-05 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.12% |
| Volatility 6M: |
|
171.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
