Soc. Generale Call 63.33 WMT 20.12.2024
/ DE000SU2P8J9
Soc. Generale Call 63.33 WMT 20.1.../ DE000SU2P8J9 /
8/30/2024 9:37:26 PM |
Chg.+0.250 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.140EUR |
+6.43% |
4.130 Bid Size: 4,000 |
- Ask Size: - |
Walmart Inc |
63.33 USD |
12/20/2024 |
Call |
Master data
WKN: |
SU2P8J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.33 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/23/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.97 |
Intrinsic value: |
3.77 |
Implied volatility: |
0.30 |
Historic volatility: |
0.16 |
Parity: |
3.77 |
Time value: |
0.35 |
Break-even: |
71.06 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
4.63 |
Rho: |
0.15 |
Quote data
Open: |
3.790 |
High: |
4.140 |
Low: |
3.760 |
Previous Close: |
3.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.59% |
1 Month |
|
|
+75.42% |
3 Months |
|
|
+160.38% |
YTD |
|
|
+1378.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.140 |
3.750 |
1M High / 1M Low: |
4.140 |
1.870 |
6M High / 6M Low: |
4.140 |
0.720 |
High (YTD): |
8/30/2024 |
4.140 |
Low (YTD): |
1/5/2024 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.880 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.830 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.717 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.53% |
Volatility 6M: |
|
178.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |