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Soc. Generale Call 36 VZ 21.03.20.../  DE000SV1RNH2  /

EUWAX
7/17/2024  8:54:02 AM Chg.+0.040 Bid2:29:38 PM Ask2:29:38 PM Underlying Strike price Expiration date Option type
0.590EUR +7.27% 0.590
Bid Size: 10,000		 0.600
Ask Size: 10,000		 Verizon Communicatio... 36.00 USD 3/21/2025 Call
 

Master data

WKN: SV1RNH
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 3/21/2025
Issue date: 3/3/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.23
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.50
Implied volatility: 0.17
Historic volatility: 0.20
Parity: 0.50
Time value: 0.11
Break-even: 39.12
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.89
Theta: 0.00
Omega: 5.54
Rho: 0.19
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.27%
1 Month  
+31.11%
3 Months  
+13.46%
YTD  
+73.53%
1 Year  
+195.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.550
1M High / 1M Low: 0.600 0.440
6M High / 6M Low: 0.710 0.410
High (YTD): 1/30/2024 0.710
Low (YTD): 1/11/2024 0.400
52W High: 1/30/2024 0.710
52W Low: 10/12/2023 0.130
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.406
Avg. volume 1Y:   0.000
Volatility 1M:   78.37%
Volatility 6M:   108.09%
Volatility 1Y:   123.51%
Volatility 3Y:   -