Soc. Generale Call 36 VZ 20.09.2024
/ DE000SQ3HG70
Soc. Generale Call 36 VZ 20.09.20.../ DE000SQ3HG70 /
25/07/2024 14:31:12 |
Chg.-0.010 |
Bid14:56:47 |
Ask14:56:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-2.56% |
0.370 Bid Size: 9,000 |
- Ask Size: - |
Verizon Communicatio... |
36.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SQ3HG7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
27/10/2022 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.34 |
Time value: |
0.04 |
Break-even: |
37.02 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
8.41 |
Rho: |
0.04 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.370 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-35.59% |
1 Month |
|
|
-22.45% |
3 Months |
|
|
-2.56% |
YTD |
|
|
+35.71% |
1 Year |
|
|
+80.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.320 |
1M High / 1M Low: |
0.590 |
0.320 |
6M High / 6M Low: |
0.670 |
0.320 |
High (YTD): |
31/01/2024 |
0.670 |
Low (YTD): |
23/07/2024 |
0.320 |
52W High: |
31/01/2024 |
0.670 |
52W Low: |
12/10/2023 |
0.089 |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.490 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.475 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.355 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
196.92% |
Volatility 6M: |
|
136.09% |
Volatility 1Y: |
|
160.25% |
Volatility 3Y: |
|
- |