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Soc. Generale Call 36 VZ 20.09.20.../  DE000SQ3HG70  /

Frankfurt Zert./SG
2024-07-24  9:50:30 PM Chg.+0.070 Bid9:58:42 PM Ask2024-07-24 Underlying Strike price Expiration date Option type
0.390EUR +21.88% 0.380
Bid Size: 15,000		 -
Ask Size: -		 Verizon Communicatio... 36.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.27
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.27
Time value: 0.05
Break-even: 36.38
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.82
Theta: -0.01
Omega: 9.20
Rho: 0.04
 

Quote data

Open: 0.300
High: 0.390
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.90%
1 Month
  -20.41%
3 Months
  -7.14%
YTD  
+39.29%
1 Year  
+85.71%
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): 2024-01-31 0.670
Low (YTD): 2024-07-23 0.320
52W High: 2024-01-31 0.670
52W Low: 2023-10-12 0.089
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   0.354
Avg. volume 1Y:   0.000
Volatility 1M:   180.04%
Volatility 6M:   133.72%
Volatility 1Y:   158.90%
Volatility 3Y:   -