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Soc. Generale Call 38 VZ 21.03.20.../  DE000SQ84LG1  /

EUWAX
7/25/2024  8:36:42 AM Chg.+0.050 Bid5:51:15 PM Ask5:51:15 PM Underlying Strike price Expiration date Option type
0.330EUR +17.86% 0.360
Bid Size: 300,000		 0.370
Ask Size: 300,000		 Verizon Communicatio... 38.00 USD 3/21/2025 Call
 

Master data

WKN: SQ84LG
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 3/21/2025
Issue date: 2/15/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.77
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.15
Implied volatility: 0.18
Historic volatility: 0.20
Parity: 0.15
Time value: 0.19
Break-even: 38.46
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.71
Theta: -0.01
Omega: 7.60
Rho: 0.15
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.00%
1 Month
  -21.43%
3 Months
  -13.16%
YTD  
+32.00%
1 Year  
+57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.280
1M High / 1M Low: 0.510 0.280
6M High / 6M Low: 0.580 0.280
High (YTD): 1/30/2024 0.580
Low (YTD): 7/24/2024 0.280
52W High: 1/30/2024 0.580
52W Low: 10/12/2023 0.096
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.424
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.317
Avg. volume 1Y:   0.000
Volatility 1M:   162.31%
Volatility 6M:   121.95%
Volatility 1Y:   136.12%
Volatility 3Y:   -