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Soc. Generale Call 34 BAC 20.12.2.../  DE000SV6HPK1  /

EUWAX
10/28/2024  8:53:41 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.730EUR - -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 34.00 - 12/20/2024 Call
 

Master data

WKN: SV6HPK
Issuer: Société Générale
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 12/20/2024
Issue date: 5/18/2023
Last trading day: 10/29/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.38
Implied volatility: 1.10
Historic volatility: 0.19
Parity: 0.38
Time value: 0.35
Break-even: 41.30
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 1.30
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.69
Theta: -0.06
Omega: 3.55
Rho: 0.02
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.750
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.10%
3 Months  
+14.06%
YTD  
+69.77%
1 Year  
+97.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.940 0.710
6M High / 6M Low: 0.990 0.510
High (YTD): 10/2/2024 0.990
Low (YTD): 7/24/2024 0.510
52W High: 10/2/2024 0.990
52W Low: 11/14/2023 0.360
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.850
Avg. volume 1M:   0.000
Avg. price 6M:   0.713
Avg. volume 6M:   0.000
Avg. price 1Y:   0.654
Avg. volume 1Y:   0.000
Volatility 1M:   146.40%
Volatility 6M:   104.09%
Volatility 1Y:   101.97%
Volatility 3Y:   -