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Soc. Generale Call 63.33 WMT 17.0.../  DE000SV4R6P4  /

Frankfurt Zert./SG
2024-05-15  8:01:56 PM Chg.-0.030 Bid8:37:52 PM Ask8:37:52 PM Underlying Strike price Expiration date Option type
0.790EUR -3.66% 0.780
Bid Size: 125,000		 0.800
Ask Size: 125,000		 Walmart Inc 63.33 USD 2025-01-17 Call
 

Master data

WKN: SV4R6P
Issuer: Société Générale
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 63.33 USD
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 19.54
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -0.96
Time value: 0.85
Break-even: 61.40
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.41%
Delta: 0.46
Theta: -0.01
Omega: 8.94
Rho: 0.15
 

Quote data

Open: 0.790
High: 0.830
Low: 0.770
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.13%
1 Month
  -21.00%
3 Months  
+33.90%
YTD  
+146.88%
1 Year  
+41.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.820
1M High / 1M Low: 1.000 0.790
6M High / 6M Low: 1.170 0.220
High (YTD): 2024-03-21 1.170
Low (YTD): 2024-01-05 0.290
52W High: 2024-03-21 1.170
52W Low: 2023-12-12 0.220
Avg. price 1W:   0.910
Avg. volume 1W:   0.000
Avg. price 1M:   0.903
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   0.608
Avg. volume 1Y:   0.000
Volatility 1M:   113.11%
Volatility 6M:   139.78%
Volatility 1Y:   122.95%
Volatility 3Y:   -