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

Frankfurt Zert./SG
6/28/2024  9:37:09 PM Chg.-0.050 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
1.340EUR -3.60% 1.370
Bid Size: 6,000		 1.380
Ask Size: 6,000		 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: 13.64
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.29
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.29
Time value: 1.10
Break-even: 66.86
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.62
Theta: -0.01
Omega: 8.45
Rho: 0.16
 

Quote data

Open: 1.410
High: 1.430
Low: 1.320
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.07%
1 Month  
+41.05%
3 Months  
+162.75%
YTD  
+737.50%
1 Year  
+346.67%
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): 6/24/2024 1.590
Low (YTD): 1/5/2024 0.140
52W High: 6/24/2024 1.590
52W Low: 12/14/2023 0.110
Avg. price 1W:   1.430
Avg. volume 1W:   0.000
Avg. price 1M:   1.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   119.048
Avg. price 1Y:   0.449
Avg. volume 1Y:   58.824
Volatility 1M:   135.80%
Volatility 6M:   216.94%
Volatility 1Y:   183.98%
Volatility 3Y:   -