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

EUWAX
31/07/2024  08:52:21 Chg.+0.010 Bid13:00:16 Ask13:00:16 Underlying Strike price Expiration date Option type
0.480EUR +2.13% 0.470
Bid Size: 10,000
0.480
Ask Size: 10,000
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: 7.71
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.19
Implied volatility: 0.11
Historic volatility: 0.20
Parity: 0.19
Time value: 0.29
Break-even: 39.93
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.81
Theta: 0.00
Omega: 6.26
Rho: 0.48
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.450
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -