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

EUWAX
7/25/2024  9:04:51 AM Chg.+0.070 Bid11:14:21 AM Ask11:14:21 AM Underlying Strike price Expiration date Option type
0.380EUR +22.58% 0.380
Bid Size: 9,000		 -
Ask Size: -		 Verizon Communicatio... 36.00 USD 9/20/2024 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: 9/20/2024
Issue date: 10/27/2022
Last trading day: 9/19/2024
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: 0.380
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -22.45%
3 Months
  -9.52%
YTD  
+31.03%
1 Year  
+80.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.310
1M High / 1M Low: 0.590 0.310
6M High / 6M Low: 0.670 0.310
High (YTD): 2/1/2024 0.670
Low (YTD): 7/24/2024 0.310
52W High: 2/1/2024 0.670
52W Low: 10/12/2023 0.087
Avg. price 1W:   0.472
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:   161.07%
Volatility 6M:   124.93%
Volatility 1Y:   153.95%
Volatility 3Y:   -