Soc. Generale Call 38 VZ 19.06.20.../  DE000SY53ZC9  /

EUWAX
12/11/2024  08:55:11 Chg.0.000 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.470EUR 0.00% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 38.00 USD 19/06/2026 Call
 

Master data

WKN: SY53ZC
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 19/06/2026
Issue date: 24/07/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.90
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.23
Implied volatility: 0.12
Historic volatility: 0.19
Parity: 0.23
Time value: 0.25
Break-even: 40.44
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.78
Theta: 0.00
Omega: 6.20
Rho: 0.40
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month
  -26.56%
3 Months
  -6.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.470
1M High / 1M Low: 0.710 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -