Soc. Generale Call 55 WMT 16.01.2.../  DE000SW8Q085  /

Frankfurt Zert./SG
6/14/2024  9:39:31 PM Chg.+0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.590EUR +2.58% 1.600
Bid Size: 10,000
1.610
Ask Size: 10,000
Walmart Inc 55.00 USD 1/16/2026 Call
 

Master data

WKN: SW8Q08
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 1/16/2026
Issue date: 4/8/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.12
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 1.12
Time value: 0.50
Break-even: 67.58
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.83
Theta: -0.01
Omega: 3.21
Rho: 0.57
 

Quote data

Open: 1.560
High: 1.610
Low: 1.550
Previous Close: 1.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.30%
1 Month  
+52.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 1.540
1M High / 1M Low: 1.600 1.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.574
Avg. volume 1W:   0.000
Avg. price 1M:   1.469
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -