Soc. Generale Call 32 VZ 19.09.2025
/ DE000SW3WZ27
Soc. Generale Call 32 VZ 19.09.20.../ DE000SW3WZ27 /
| 2024-07-25 5:44:03 PM |
Chg.+0.050 |
Bid5:51:11 PM |
Ask5:51:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+6.41% |
0.820
Bid Size: 250,000 |
0.830
Ask Size: 250,000 |
Verizon Communicatio... |
32.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
SW3WZ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
0.71 |
| Time value: |
0.08 |
| Break-even: |
37.43 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.780 |
| High: |
0.850 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.31% |
| 1 Month |
|
|
-5.68% |
| 3 Months |
|
|
+6.41% |
| YTD |
|
|
+38.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.720 |
| 1M High / 1M Low: |
0.980 |
0.720 |
| 6M High / 6M Low: |
1.020 |
0.720 |
| High (YTD): |
2024-04-03 |
1.020 |
| Low (YTD): |
2024-01-11 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.852 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.30% |
| Volatility 6M: |
|
74.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
