Soc. Generale Call 70 WMT 20.09.2024
/ DE000SU9SQH7
Soc. Generale Call 70 WMT 20.09.2.../ DE000SU9SQH7 /
30/08/2024 21:39:30 |
Chg.+0.240 |
Bid21:59:57 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
+13.19% |
2.030 Bid Size: 4,000 |
- Ask Size: - |
Walmart Inc |
70.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SU9SQH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
22/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
1.74 |
Time value: |
0.10 |
Break-even: |
69.31 |
Moneyness: |
1.09 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
10.22 |
Rho: |
0.03 |
Quote data
Open: |
1.700 |
High: |
2.060 |
Low: |
1.670 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+25.61% |
1 Month |
|
|
+261.40% |
3 Months |
|
|
+662.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.820 |
1.640 |
1M High / 1M Low: |
1.820 |
0.380 |
6M High / 6M Low: |
1.820 |
0.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.926 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.442 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
345.94% |
Volatility 6M: |
|
323.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |