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Soc. Generale Call 56.67 WMT 21.0.../  DE000SV44K41  /

Frankfurt Zert./SG
5/31/2024  9:49:03 PM Chg.+0.110 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
2.420EUR +4.76% 2.570
Bid Size: 4,000		 -
Ask Size: -		 Walmart Inc 56.67 USD 6/21/2024 Call
 

Master data

WKN: SV44K4
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 56.67 USD
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 7.08
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.51
Implied volatility: 0.37
Historic volatility: 0.15
Parity: 2.51
Time value: 0.06
Break-even: 60.80
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 6.81
Rho: 0.03
 

Quote data

Open: 2.260
High: 2.420
Low: 2.190
Previous Close: 2.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.82%
1 Month  
+128.30%
3 Months  
+126.17%
YTD  
+554.05%
1 Year  
+404.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.460 2.310
1M High / 1M Low: 2.460 1.030
6M High / 6M Low: 2.460 0.240
High (YTD): 5/27/2024 2.460
Low (YTD): 1/5/2024 0.330
52W High: 5/27/2024 2.460
52W Low: 12/12/2023 0.240
Avg. price 1W:   2.382
Avg. volume 1W:   0.000
Avg. price 1M:   1.809
Avg. volume 1M:   0.000
Avg. price 6M:   1.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.877
Avg. volume 1Y:   0.000
Volatility 1M:   387.45%
Volatility 6M:   197.97%
Volatility 1Y:   172.93%
Volatility 3Y:   -