Soc. Generale Call 70 WMT 20.12.2024
/ DE000SW7ET98
Soc. Generale Call 70 WMT 20.12.2.../ DE000SW7ET98 /
2024-09-20 1:15:24 PM |
Chg.0.000 |
Bid1:17:47 PM |
Ask1:17:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
0.00% |
0.860 Bid Size: 5,000 |
0.890 Ask Size: 5,000 |
Walmart Inc |
70.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SW7ET9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
0.72 |
Time value: |
0.16 |
Break-even: |
71.53 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
6.48 |
Rho: |
0.12 |
Quote data
Open: |
0.850 |
High: |
0.870 |
Low: |
0.850 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.69% |
1 Month |
|
|
+45.00% |
3 Months |
|
|
+180.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.870 |
1M High / 1M Low: |
1.070 |
0.600 |
6M High / 6M Low: |
1.070 |
0.076 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.976 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.828 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.341 |
Avg. volume 6M: |
|
155.039 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.03% |
Volatility 6M: |
|
239.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |