Soc. Generale Call 90 WMT 20.03.2026
/ DE000SY7WYN1
Soc. Generale Call 90 WMT 20.03.2.../ DE000SY7WYN1 /
| 1/24/2025 9:50:12 PM |
Chg.+0.090 |
Bid9:58:52 PM |
Ask9:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+7.26% |
1.340
Bid Size: 10,000 |
1.350
Ask Size: 10,000 |
Walmart Inc |
90.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
SY7WYN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
8/27/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.92 |
| Break-even: |
99.31 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.59 |
| Rho: |
0.53 |
Quote data
| Open: |
1.250 |
| High: |
1.330 |
| Low: |
1.230 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.92% |
| 1 Month |
|
|
+14.66% |
| 3 Months |
|
|
+79.73% |
| YTD |
|
|
+12.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.210 |
| 1M High / 1M Low: |
1.300 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
1.300 |
| Low (YTD): |
1/2/2025 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.194 |
| Avg. volume 1M: |
|
38.889 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |