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Soc. Generale Call 36 VZ 20.06.20.../  DE000SV6A7Z8  /

EUWAX
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:   -