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

EUWAX
2024-07-12  10:37:26 AM Chg.+0.020 Bid11:16:42 AM Ask11:16:42 AM Underlying Strike price Expiration date Option type
0.620EUR +3.33% 0.610
Bid Size: 10,000		 0.620
Ask Size: 10,000		 Verizon Communicatio... 36.00 USD 2025-06-20 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: 2025-06-20
Issue date: 2023-05-12
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.03
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.49
Implied volatility: 0.15
Historic volatility: 0.21
Parity: 0.49
Time value: 0.14
Break-even: 39.41
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.89
Theta: 0.00
Omega: 5.36
Rho: 0.26
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.77%
1 Month  
+14.81%
3 Months  
+6.90%
YTD  
+77.14%
1 Year  
+106.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.570
1M High / 1M Low: 0.610 0.470
6M High / 6M Low: 0.720 0.430
High (YTD): 2024-04-04 0.720
Low (YTD): 2024-01-15 0.430
52W High: 2024-04-04 0.720
52W Low: 2023-10-13 0.140
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   0.554
Avg. volume 6M:   0.000
Avg. price 1Y:   0.418
Avg. volume 1Y:   0.000
Volatility 1M:   72.10%
Volatility 6M:   96.00%
Volatility 1Y:   121.90%
Volatility 3Y:   -