OverviewChartNewsTraderScreen

Soc. Generale Call 66.67 WMT 20.0.../  DE000SV6CVA1  /

Frankfurt Zert./SG
2024-06-12  9:41:32 PM Chg.-0.090 Bid10:53:04 AM Ask10:53:04 AM Underlying Strike price Expiration date Option type
0.730EUR -10.98% 0.700
Bid Size: 7,000		 0.740
Ask Size: 7,000		 Walmart Inc 66.67 USD 2024-09-20 Call
 

Master data

WKN: SV6CVA
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 66.67 USD
Maturity: 2024-09-20
Issue date: 2023-05-15
Last trading day: 2024-09-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 24.53
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.10
Time value: 0.75
Break-even: 64.16
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.54
Theta: -0.01
Omega: 13.18
Rho: 0.08
 

Quote data

Open: 0.800
High: 0.830
Low: 0.710
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.05%
1 Month  
+160.71%
3 Months  
+69.77%
YTD  
+769.05%
1 Year  
+247.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.700
1M High / 1M Low: 0.880 0.210
6M High / 6M Low: 0.880 0.067
High (YTD): 2024-06-06 0.880
Low (YTD): 2024-01-05 0.069
52W High: 2024-06-06 0.880
52W Low: 2023-12-12 0.064
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.288
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   575.10%
Volatility 6M:   279.01%
Volatility 1Y:   229.66%
Volatility 3Y:   -