OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
6/4/2024  1:23:41 PM Chg.+0.020 Bid6/4/2024 Ask6/4/2024 Underlying Strike price Expiration date Option type
1.730EUR +1.17% 1.730
Bid Size: 5,000		 1.790
Ask Size: 5,000		 Walmart Inc 63.33 USD 1/17/2025 Call
 

Master data

WKN: SV4R6P
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 63.33 USD
Maturity: 1/17/2025
Issue date: 4/26/2023
Last trading day: 1/16/2025
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 10.29
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.68
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 0.68
Time value: 1.08
Break-even: 63.93
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.68
Theta: -0.01
Omega: 6.97
Rho: 0.22
 

Quote data

Open: 1.720
High: 1.730
Low: 1.710
Previous Close: 1.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.13%
1 Month  
+103.53%
3 Months  
+103.53%
YTD  
+440.63%
1 Year  
+293.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.580
1M High / 1M Low: 1.730 0.780
6M High / 6M Low: 1.730 0.220
High (YTD): 5/27/2024 1.730
Low (YTD): 1/5/2024 0.290
52W High: 5/27/2024 1.730
52W Low: 12/12/2023 0.220
Avg. price 1W:   1.634
Avg. volume 1W:   0.000
Avg. price 1M:   1.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.780
Avg. volume 6M:   0.000
Avg. price 1Y:   0.670
Avg. volume 1Y:   0.000
Volatility 1M:   327.13%
Volatility 6M:   166.64%
Volatility 1Y:   149.70%
Volatility 3Y:   -