Soc. Generale Call 66.67 WMT 21.06.2024
/ DE000SW222M8
Soc. Generale Call 66.67 WMT 21.0.../ DE000SW222M8 /
| 2024-05-24 9:43:47 PM |
Chg.+0.030 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+30.00% |
0.140
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
Walmart Inc |
66.67 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW222M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.67 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
120.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.15 |
| Parity: |
-0.36 |
| Time value: |
0.15 |
| Break-even: |
61.96 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
40.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.160 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+80.56% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
+209.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.077 |
| 1M High / 1M Low: |
0.160 |
0.040 |
| 6M High / 6M Low: |
0.180 |
0.033 |
| High (YTD): |
2024-03-21 |
0.180 |
| Low (YTD): |
2024-01-24 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
726.56% |
| Volatility 6M: |
|
341.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
