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

Frankfurt Zert./SG
12/07/2024  19:07:48 Chg.+0.050 Bid20:12:42 Ask20:12:42 Underlying Strike price Expiration date Option type
1.750EUR +2.94% 1.730
Bid Size: 70,000		 1.740
Ask Size: 70,000		 Walmart Inc 66.67 USD 20/12/2024 Call
 

Master data

WKN: SV6CVB
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 66.67 USD
Maturity: 20/12/2024
Issue date: 15/05/2023
Last trading day: 19/12/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 10.82
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.86
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.86
Time value: 0.92
Break-even: 67.24
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.69
Theta: -0.01
Omega: 7.44
Rho: 0.17
 

Quote data

Open: 1.750
High: 1.780
Low: 1.730
Previous Close: 1.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+52.17%
3 Months  
+207.02%
YTD  
+993.75%
1 Year  
+600.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.700
1M High / 1M Low: 1.840 1.150
6M High / 6M Low: 1.840 0.160
High (YTD): 10/07/2024 1.840
Low (YTD): 05/01/2024 0.140
52W High: 10/07/2024 1.840
52W Low: 14/12/2023 0.110
Avg. price 1W:   1.750
Avg. volume 1W:   4,000
Avg. price 1M:   1.465
Avg. volume 1M:   909.091
Avg. price 6M:   0.712
Avg. volume 6M:   275.591
Avg. price 1Y:   0.495
Avg. volume 1Y:   136.719
Volatility 1M:   120.23%
Volatility 6M:   214.18%
Volatility 1Y:   183.07%
Volatility 3Y:   -