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Soc. Generale Call 40 WMT 17.01.2.../  DE000SV1RNM2  /

Frankfurt Zert./SG
2024-06-04  9:41:53 PM Chg.+0.220 Bid9:59:02 PM Ask- Underlying Strike price Expiration date Option type
7.580EUR +2.99% 7.640
Bid Size: 4,000		 -
Ask Size: -		 Walmart Inc 40.00 USD 2025-01-17 Call
 

Master data

WKN: SV1RNM
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2025-01-17
Issue date: 2023-03-03
Last trading day: 2025-01-16
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 7.35
Intrinsic value: 7.10
Implied volatility: 0.38
Historic volatility: 0.15
Parity: 7.10
Time value: 0.32
Break-even: 61.41
Moneyness: 1.65
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 2.37
Rho: 0.21
 

Quote data

Open: 7.330
High: 7.620
Low: 7.330
Previous Close: 7.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.28%
1 Month  
+29.57%
3 Months  
+32.98%
YTD  
+91.90%
1 Year  
+102.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.360 7.190
1M High / 1M Low: 7.360 5.750
6M High / 6M Low: 7.360 3.570
High (YTD): 2024-06-03 7.360
Low (YTD): 2024-01-05 3.910
52W High: 2024-06-03 7.360
52W Low: 2023-12-12 3.570
Avg. price 1W:   7.266
Avg. volume 1W:   0.000
Avg. price 1M:   6.732
Avg. volume 1M:   0.000
Avg. price 6M:   5.371
Avg. volume 6M:   0.000
Avg. price 1Y:   4.908
Avg. volume 1Y:   0.000
Volatility 1M:   80.53%
Volatility 6M:   46.38%
Volatility 1Y:   47.88%
Volatility 3Y:   -