Soc. Generale Call 46.67 WMT 21.03.2025
/ DE000SW2YGE6
Soc. Generale Call 46.67 WMT 21.0.../ DE000SW2YGE6 /
| 2024-06-18 9:46:38 PM |
Chg.-0.020 |
Bid9:58:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.270EUR |
-0.32% |
6.300
Bid Size: 4,000 |
-
Ask Size: - |
Walmart Inc |
46.67 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW2YGE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.67 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-08-31 |
| Last trading day: |
2025-03-20 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
5.80 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
5.80 |
| Time value: |
0.50 |
| Break-even: |
64.45 |
| Moneyness: |
1.44 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.81 |
| Rho: |
0.29 |
Quote data
| Open: |
6.240 |
| High: |
6.420 |
| Low: |
6.210 |
| Previous Close: |
6.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.79% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+139.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.290 |
5.980 |
| 1M High / 1M Low: |
6.290 |
5.350 |
| 6M High / 6M Low: |
6.290 |
2.390 |
| High (YTD): |
2024-06-17 |
6.290 |
| Low (YTD): |
2024-01-05 |
2.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.61% |
| Volatility 6M: |
|
60.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
