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

Frankfurt Zert./SG
2024-05-15  7:58:01 PM Chg.-0.060 Bid8:21:21 PM Ask- Underlying Strike price Expiration date Option type
5.780EUR -1.03% 5.780
Bid Size: 60,000		 -
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: 2.83
Leverage: Yes

Calculated values

Fair value: 5.79
Intrinsic value: 5.51
Implied volatility: 0.31
Historic volatility: 0.14
Parity: 5.51
Time value: 0.35
Break-even: 56.52
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 2.73
Rho: 0.23
 

Quote data

Open: 5.730
High: 5.820
Low: 5.730
Previous Close: 5.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.67%
1 Month
  -3.99%
3 Months  
+15.37%
YTD  
+46.33%
1 Year  
+45.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.070 5.840
1M High / 1M Low: 6.070 5.690
6M High / 6M Low: 6.260 3.570
High (YTD): 2024-03-21 6.260
Low (YTD): 2024-01-05 3.910
52W High: 2024-03-21 6.260
52W Low: 2023-05-30 3.540
Avg. price 1W:   6.000
Avg. volume 1W:   0.000
Avg. price 1M:   5.930
Avg. volume 1M:   0.000
Avg. price 6M:   5.035
Avg. volume 6M:   0.000
Avg. price 1Y:   4.717
Avg. volume 1Y:   0.000
Volatility 1M:   34.93%
Volatility 6M:   48.96%
Volatility 1Y:   43.56%
Volatility 3Y:   -