Soc. Generale Call 56.67 WMT 20.09.2024
/ DE000SW1Y3H0
Soc. Generale Call 56.67 WMT 20.0.../ DE000SW1Y3H0 /
| 2024-06-13 10:23:32 AM |
Chg.-0.22 |
Bid10:53:01 AM |
Ask10:53:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.80EUR |
-7.28% |
2.84
Bid Size: 4,000 |
-
Ask Size: - |
Walmart Inc |
56.67 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y3H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.67 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
2.67 |
| Time value: |
0.27 |
| Break-even: |
62.21 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.12 |
Quote data
| Open: |
2.80 |
| High: |
2.80 |
| Low: |
2.80 |
| Previous Close: |
3.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+77.22% |
| 3 Months |
|
|
+45.83% |
| YTD |
|
|
+382.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.98 |
| 1M High / 1M Low: |
3.10 |
1.42 |
| 6M High / 6M Low: |
3.10 |
0.43 |
| High (YTD): |
2024-06-07 |
3.10 |
| Low (YTD): |
2024-01-05 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.88% |
| Volatility 6M: |
|
127.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
