Soc. Generale Call 66.67 WMT 20.12.2024
/ DE000SV6CVB9
Soc. Generale Call 66.67 WMT 20.1.../ DE000SV6CVB9 /
8/30/2024 9:35:25 PM |
Chg.+0.210 |
Bid9:59:50 PM |
Ask9:49:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.280EUR |
+6.84% |
3.280 Bid Size: 4,000 |
- Ask Size: - |
Walmart Inc |
66.67 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV6CVB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.67 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.09 |
Intrinsic value: |
2.87 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
2.87 |
Time value: |
0.42 |
Break-even: |
71.32 |
Moneyness: |
1.16 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.30% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
5.54 |
Rho: |
0.15 |
Quote data
Open: |
2.990 |
High: |
3.280 |
Low: |
2.960 |
Previous Close: |
3.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.69% |
1 Month |
|
|
+94.08% |
3 Months |
|
|
+231.31% |
YTD |
|
|
+1950.00% |
1 Year |
|
|
+837.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.280 |
2.940 |
1M High / 1M Low: |
3.280 |
1.300 |
6M High / 6M Low: |
3.280 |
0.400 |
High (YTD): |
8/30/2024 |
3.280 |
Low (YTD): |
1/5/2024 |
0.140 |
52W High: |
8/30/2024 |
3.280 |
52W Low: |
12/14/2023 |
0.110 |
Avg. price 1W: |
|
3.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.182 |
Avg. volume 6M: |
|
273.438 |
Avg. price 1Y: |
|
0.732 |
Avg. volume 1Y: |
|
137.255 |
Volatility 1M: |
|
183.42% |
Volatility 6M: |
|
214.94% |
Volatility 1Y: |
|
187.11% |
Volatility 3Y: |
|
- |