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Soc. Generale Call 63.33 WMT 17.0.../  DE000SV4R6P4  /

Frankfurt Zert./SG
2024-05-29  9:47:24 AM Chg.-0.040 Bid10:21:46 AM Ask10:21:46 AM Underlying Strike price Expiration date Option type
1.560EUR -2.50% 1.570
Bid Size: 6,000		 1.620
Ask Size: 6,000		 Walmart Inc 63.33 USD 2025-01-17 Call
 

Master data

WKN: SV4R6P
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 63.33 USD
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 10.96
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.47
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.47
Time value: 1.17
Break-even: 63.83
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.65
Theta: -0.01
Omega: 7.16
Rho: 0.21
 

Quote data

Open: 1.570
High: 1.580
Low: 1.560
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+71.43%
3 Months  
+95.00%
YTD  
+387.50%
1 Year  
+290.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.730 1.590
1M High / 1M Low: 1.730 0.780
6M High / 6M Low: 1.730 0.220
High (YTD): 2024-05-27 1.730
Low (YTD): 2024-01-05 0.290
52W High: 2024-05-27 1.730
52W Low: 2023-12-12 0.220
Avg. price 1W:   1.658
Avg. volume 1W:   0.000
Avg. price 1M:   1.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.740
Avg. volume 6M:   0.000
Avg. price 1Y:   0.649
Avg. volume 1Y:   0.000
Volatility 1M:   322.88%
Volatility 6M:   167.66%
Volatility 1Y:   149.92%
Volatility 3Y:   -