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Soc. Generale Call 66.67 WMT 20.1.../  DE000SV6CVB9  /

Frankfurt Zert./SG
2024-06-27  9:00:20 AM Chg.-0.060 Bid9:21:15 AM Ask9:21:15 AM Underlying Strike price Expiration date Option type
1.460EUR -3.95% 1.470
Bid Size: 2,100		 1.540
Ask Size: 2,100		 Walmart Inc 66.67 USD 2024-12-20 Call
 

Master data

WKN: SV6CVB
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 66.67 USD
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 12.70
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.46
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.46
Time value: 1.05
Break-even: 67.46
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.67%
Delta: 0.64
Theta: -0.01
Omega: 8.14
Rho: 0.17
 

Quote data

Open: 1.450
High: 1.460
Low: 1.450
Previous Close: 1.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+35.19%
3 Months  
+156.14%
YTD  
+812.50%
1 Year  
+461.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.310
1M High / 1M Low: 1.590 0.950
6M High / 6M Low: 1.590 0.140
High (YTD): 2024-06-24 1.590
Low (YTD): 2024-01-05 0.140
52W High: 2024-06-24 1.590
52W Low: 2023-12-14 0.110
Avg. price 1W:   1.474
Avg. volume 1W:   0.000
Avg. price 1M:   1.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   118.110
Avg. price 1Y:   0.440
Avg. volume 1Y:   58.594
Volatility 1M:   133.96%
Volatility 6M:   215.00%
Volatility 1Y:   184.45%
Volatility 3Y:   -