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Soc. Generale Call 38 VZ 20.12.20.../  DE000SQ6ABT4  /

Frankfurt Zert./SG
17/07/2024  13:47:31 Chg.-0.010 Bid17/07/2024 Ask17/07/2024 Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.420
Bid Size: 10,000		 0.430
Ask Size: 10,000		 Verizon Communicatio... 38.00 USD 20/12/2024 Call
 

Master data

WKN: SQ6ABT
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 20/12/2024
Issue date: 09/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.84
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.32
Implied volatility: 0.20
Historic volatility: 0.20
Parity: 0.32
Time value: 0.11
Break-even: 39.16
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.80
Theta: -0.01
Omega: 7.06
Rho: 0.11
 

Quote data

Open: 0.420
High: 0.430
Low: 0.410
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+50.00%
3 Months  
+10.53%
YTD  
+82.61%
1 Year  
+223.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.430 0.280
6M High / 6M Low: 0.540 0.270
High (YTD): 01/02/2024 0.540
Low (YTD): 11/01/2024 0.260
52W High: 01/02/2024 0.540
52W Low: 12/10/2023 0.079
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.280
Avg. volume 1Y:   0.000
Volatility 1M:   134.72%
Volatility 6M:   138.14%
Volatility 1Y:   156.26%
Volatility 3Y:   -