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Soc. Generale Call 40 VZ 19.09.20.../  DE000SW3WZ68  /

Frankfurt Zert./SG
7/25/2024  7:12:18 PM Chg.+0.020 Bid7:12:32 PM Ask7:12:32 PM Underlying Strike price Expiration date Option type
0.320EUR +6.67% 0.320
Bid Size: 400,000		 0.330
Ask Size: 400,000		 Verizon Communicatio... 40.00 USD 9/19/2025 Call
 

Master data

WKN: SW3WZ6
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 9/19/2025
Issue date: 9/25/2023
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.81
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.20
Parity: -0.03
Time value: 0.31
Break-even: 40.01
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.61
Theta: 0.00
Omega: 7.21
Rho: 0.22
 

Quote data

Open: 0.300
High: 0.340
Low: 0.290
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -15.79%
3 Months
  -3.03%
YTD  
+39.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.270
1M High / 1M Low: 0.440 0.270
6M High / 6M Low: 0.500 0.270
High (YTD): 4/3/2024 0.500
Low (YTD): 1/11/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.19%
Volatility 6M:   114.26%
Volatility 1Y:   -
Volatility 3Y:   -