Soc. Generale Call 75 WMT 20.12.2024
/ DE000SW7EUA6
Soc. Generale Call 75 WMT 20.12.2.../ DE000SW7EUA6 /
| 2024-09-20 11:08:27 AM |
Chg.-0.010 |
Bid11:50:34 AM |
Ask11:50:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
0.510
Bid Size: 6,000 |
0.530
Ask Size: 6,000 |
Walmart Inc |
75.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW7EUA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.27 |
| Time value: |
0.26 |
| Break-even: |
72.51 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
8.88 |
| Rho: |
0.10 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.14% |
| 1 Month |
|
|
+64.52% |
| 3 Months |
|
|
+240.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.520 |
| 1M High / 1M Low: |
0.700 |
0.310 |
| 6M High / 6M Low: |
0.700 |
0.033 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.90% |
| Volatility 6M: |
|
270.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
