Soc. Generale Call 36 VZ 20.06.2025
/ DE000SV6A7Z8
Soc. Generale Call 36 VZ 20.06.20.../ DE000SV6A7Z8 /
16/08/2024 09:51:36 |
Chg.-0.060 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
36.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
SV6A7Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
12/05/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.14 |
Historic volatility: |
0.20 |
Parity: |
0.37 |
Time value: |
0.13 |
Break-even: |
37.81 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
2.04% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
6.33 |
Rho: |
0.22 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.73% |
1 Month |
|
|
-17.24% |
3 Months |
|
|
-12.73% |
YTD |
|
|
+37.14% |
1 Year |
|
|
+100.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.520 |
1M High / 1M Low: |
0.670 |
0.440 |
6M High / 6M Low: |
0.720 |
0.440 |
High (YTD): |
04/04/2024 |
0.720 |
Low (YTD): |
15/01/2024 |
0.430 |
52W High: |
04/04/2024 |
0.720 |
52W Low: |
13/10/2023 |
0.140 |
Avg. price 1W: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.537 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.546 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.446 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
124.11% |
Volatility 6M: |
|
90.68% |
Volatility 1Y: |
|
120.14% |
Volatility 3Y: |
|
- |