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Soc. Generale Call 38 VZ 19.12.20.../  DE000SU2YKS0  /

Frankfurt Zert./SG
2024-07-24  9:47:10 PM Chg.+0.040 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.420EUR +10.53% 0.420
Bid Size: 25,000		 0.430
Ask Size: 25,000		 Verizon Communicatio... 38.00 USD 2025-12-19 Call
 

Master data

WKN: SU2YKS
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 2025-12-19
Issue date: 2023-11-29
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.43
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.08
Implied volatility: 0.14
Historic volatility: 0.20
Parity: 0.08
Time value: 0.30
Break-even: 38.82
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.70
Theta: 0.00
Omega: 6.62
Rho: 0.30
 

Quote data

Open: 0.370
High: 0.420
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -16.00%
3 Months
  -10.64%
YTD  
+27.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.380
1M High / 1M Low: 0.580 0.380
6M High / 6M Low: 0.640 0.380
High (YTD): 2024-04-03 0.640
Low (YTD): 2024-01-11 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.83%
Volatility 6M:   95.74%
Volatility 1Y:   -
Volatility 3Y:   -