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Soc. Generale Call 34 VZ 20.09.20.../  DE000SQ3HG62  /

EUWAX
7/25/2024  9:04:51 AM Chg.+0.080 Bid5:51:19 PM Ask5:51:19 PM Underlying Strike price Expiration date Option type
0.550EUR +17.02% 0.600
Bid Size: 225,000		 -
Ask Size: -		 Verizon Communicatio... 34.00 USD 9/20/2024 Call
 

Master data

WKN: SQ3HG6
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 9/20/2024
Issue date: 10/27/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.54
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.52
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.52
Time value: 0.04
Break-even: 36.97
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.01
Omega: 5.96
Rho: 0.04
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -17.91%
3 Months
  -5.17%
YTD  
+37.50%
1 Year  
+89.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.470
1M High / 1M Low: 0.760 0.470
6M High / 6M Low: 0.830 0.470
High (YTD): 2/1/2024 0.830
Low (YTD): 1/11/2024 0.460
52W High: 2/1/2024 0.830
52W Low: 10/12/2023 0.130
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.665
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   0.000
Avg. price 1Y:   0.479
Avg. volume 1Y:   0.000
Volatility 1M:   130.10%
Volatility 6M:   102.43%
Volatility 1Y:   134.24%
Volatility 3Y:   -