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

Frankfurt Zert./SG
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:   -