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Soc. Generale Call 43.33 WMT 21.0.../  DE000SV44K25  /

Frankfurt Zert./SG
13/06/2024  21:35:13 Chg.+0.060 Bid21:59:09 Ask- Underlying Strike price Expiration date Option type
6.460EUR +0.94% -
Bid Size: -		 -
Ask Size: -		 WALMART DL-,10 43.33 - 21/06/2024 Call
 

Master data

WKN: SV44K2
Issuer: Société Générale
Currency: EUR
Underlying: WALMART DL-,10
Type: Warrant
Option type: Call
Strike price: 43.33 -
Maturity: 21/06/2024
Issue date: 08/05/2023
Last trading day: 17/06/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 5.84
Intrinsic value: 5.83
Implied volatility: 4.72
Historic volatility: 0.15
Parity: 5.83
Time value: 0.71
Break-even: 65.13
Moneyness: 1.45
Premium: 0.04
Premium p.a.: 87.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -1.00
Omega: 2.48
Rho: 0.00
 

Quote data

Open: 6.290
High: 6.490
Low: 6.270
Previous Close: 6.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.94%
1 Month  
+8.57%
3 Months  
+31.84%
YTD  
+130.71%
1 Year  
+113.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.460 6.400
1M High / 1M Low: 6.610 5.780
6M High / 6M Low: 6.610 2.570
High (YTD): 06/06/2024 6.610
Low (YTD): 05/01/2024 2.700
52W High: 06/06/2024 6.610
52W Low: 11/12/2023 2.370
Avg. price 1W:   6.430
Avg. volume 1W:   0.000
Avg. price 1M:   6.228
Avg. volume 1M:   0.000
Avg. price 6M:   4.470
Avg. volume 6M:   0.000
Avg. price 1Y:   3.835
Avg. volume 1Y:   0.000
Volatility 1M:   43.72%
Volatility 6M:   60.41%
Volatility 1Y:   62.74%
Volatility 3Y:   -