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Soc. Generale Call 34 VZ 20.06.20.../  DE000SV6HPM7  /

EUWAX
2024-07-24  8:48:00 AM Chg.- Bid8:23:16 AM Ask8:23:16 AM Underlying Strike price Expiration date Option type
0.550EUR - 0.620
Bid Size: 10,000		 0.630
Ask Size: 10,000		 Verizon Communicatio... 34.00 USD 2025-06-20 Call
 

Master data

WKN: SV6HPM
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 2025-06-20
Issue date: 2023-05-18
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.45
Implied volatility: 0.13
Historic volatility: 0.20
Parity: 0.45
Time value: 0.12
Break-even: 37.04
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.92
Theta: 0.00
Omega: 5.77
Rho: 0.25
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -23.61%
3 Months
  -15.38%
YTD  
+19.57%
1 Year  
+52.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.550
1M High / 1M Low: 0.820 0.550
6M High / 6M Low: 0.860 0.550
High (YTD): 2024-04-04 0.860
Low (YTD): 2024-01-11 0.530
52W High: 2024-04-04 0.860
52W Low: 2023-10-13 0.210
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.722
Avg. volume 1M:   0.000
Avg. price 6M:   0.692
Avg. volume 6M:   0.000
Avg. price 1Y:   0.542
Avg. volume 1Y:   0.000
Volatility 1M:   111.29%
Volatility 6M:   85.57%
Volatility 1Y:   100.93%
Volatility 3Y:   -