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Soc. Generale Call 34 VZ 21.03.20.../  DE000SV6HPL9  /

EUWAX
2024-07-25  8:47:53 AM Chg.+0.070 Bid7:48:26 PM Ask7:48:26 PM Underlying Strike price Expiration date Option type
0.600EUR +13.21% 0.620
Bid Size: 250,000		 0.630
Ask Size: 250,000		 Verizon Communicatio... 34.00 USD 2025-03-21 Call
 

Master data

WKN: SV6HPL
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 2025-03-21
Issue date: 2023-05-18
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.52
Implied volatility: 0.15
Historic volatility: 0.20
Parity: 0.52
Time value: 0.09
Break-even: 37.47
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.93
Theta: 0.00
Omega: 5.61
Rho: 0.18
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.05%
1 Month
  -14.29%
3 Months
  -4.76%
YTD  
+33.33%
1 Year  
+76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.530
1M High / 1M Low: 0.800 0.530
6M High / 6M Low: 0.860 0.530
High (YTD): 2024-01-30 0.860
Low (YTD): 2024-01-11 0.520
52W High: 2024-01-30 0.860
52W Low: 2023-10-12 0.180
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   0.675
Avg. volume 6M:   0.000
Avg. price 1Y:   0.526
Avg. volume 1Y:   0.000
Volatility 1M:   117.77%
Volatility 6M:   90.14%
Volatility 1Y:   112.80%
Volatility 3Y:   -