Soc. Generale Call 38 VZ 20.12.2024
/ DE000SQ6ABT4
Soc. Generale Call 38 VZ 20.12.20.../ DE000SQ6ABT4 /
| 2024-06-26 9:51:13 PM |
Chg.0.000 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
0.370
Bid Size: 20,000 |
0.380
Ask Size: 20,000 |
Verizon Communicatio... |
38.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2022-12-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
0.29 |
| Time value: |
0.10 |
| Break-even: |
39.38 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
8.13 |
| Rho: |
0.13 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.58% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
-5.00% |
| YTD |
|
|
+65.22% |
| 1 Year |
|
|
+65.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.310 |
| 1M High / 1M Low: |
0.420 |
0.270 |
| 6M High / 6M Low: |
0.540 |
0.220 |
| High (YTD): |
2024-02-01 |
0.540 |
| Low (YTD): |
2024-01-11 |
0.260 |
| 52W High: |
2024-02-01 |
0.540 |
| 52W Low: |
2023-10-12 |
0.079 |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.272 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
176.87% |
| Volatility 6M: |
|
146.23% |
| Volatility 1Y: |
|
158.06% |
| Volatility 3Y: |
|
- |
