OverviewChartNewsTraderScreen

Soc. Generale Call 40 WMT 17.01.2.../  DE000SV1RNM2  /

Frankfurt Zert./SG
04/06/2024  17:59:55 Chg.+0.160 Bid18:05:28 Ask- Underlying Strike price Expiration date Option type
7.520EUR +2.17% 7.510
Bid Size: 50,000		 -
Ask Size: -		 Walmart Inc 40.00 USD 17/01/2025 Call
 

Master data

WKN: SV1RNM
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 17/01/2025
Issue date: 03/03/2023
Last trading day: 16/01/2025
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 7.35
Intrinsic value: 7.10
Implied volatility: 0.38
Historic volatility: 0.15
Parity: 7.10
Time value: 0.32
Break-even: 61.41
Moneyness: 1.65
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 2.37
Rho: 0.21
 

Quote data

Open: 7.330
High: 7.520
Low: 7.330
Previous Close: 7.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month  
+28.55%
3 Months  
+31.93%
YTD  
+90.38%
1 Year  
+100.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.360 7.190
1M High / 1M Low: 7.360 5.750
6M High / 6M Low: 7.360 3.570
High (YTD): 03/06/2024 7.360
Low (YTD): 05/01/2024 3.910
52W High: 03/06/2024 7.360
52W Low: 12/12/2023 3.570
Avg. price 1W:   7.266
Avg. volume 1W:   0.000
Avg. price 1M:   6.732
Avg. volume 1M:   0.000
Avg. price 6M:   5.371
Avg. volume 6M:   0.000
Avg. price 1Y:   4.908
Avg. volume 1Y:   0.000
Volatility 1M:   80.53%
Volatility 6M:   46.38%
Volatility 1Y:   47.88%
Volatility 3Y:   -