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

Frankfurt Zert./SG
2024-05-31  9:49:51 PM Chg.+0.040 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.610EUR +7.02% 0.670
Bid Size: 7,000		 0.680
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: 26.36
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.25
Time value: 0.69
Break-even: 63.76
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.51
Theta: -0.01
Omega: 13.44
Rho: 0.09
 

Quote data

Open: 0.570
High: 0.610
Low: 0.490
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+154.17%
3 Months  
+154.17%
YTD  
+626.19%
1 Year  
+281.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.570
1M High / 1M Low: 0.670 0.210
6M High / 6M Low: 0.670 0.064
High (YTD): 2024-05-27 0.670
Low (YTD): 2024-01-05 0.069
52W High: 2024-05-27 0.670
52W Low: 2023-12-12 0.064
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   584.19%
Volatility 6M:   277.75%
Volatility 1Y:   228.10%
Volatility 3Y:   -