Soc. Generale Call 40 VZ 20.06.2025
/ DE000SV6A712
Soc. Generale Call 40 VZ 20.06.20.../ DE000SV6A712 /
17/07/2024 10:06:00 |
Chg.+0.030 |
Bid19:04:51 |
Ask19:04:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+8.82% |
0.400 Bid Size: 300,000 |
0.410 Ask Size: 300,000 |
Verizon Communicatio... |
40.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
SV6A71 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
12/05/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.17 |
Historic volatility: |
0.20 |
Parity: |
0.13 |
Time value: |
0.26 |
Break-even: |
40.59 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
2.63% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
6.73 |
Rho: |
0.21 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.370 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.71% |
1 Month |
|
|
+37.04% |
3 Months |
|
|
+5.71% |
YTD |
|
|
+76.19% |
1 Year |
|
|
+164.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.340 |
1M High / 1M Low: |
0.370 |
0.260 |
6M High / 6M Low: |
0.470 |
0.250 |
High (YTD): |
04/04/2024 |
0.470 |
Low (YTD): |
11/01/2024 |
0.240 |
52W High: |
04/04/2024 |
0.470 |
52W Low: |
12/10/2023 |
0.085 |
Avg. price 1W: |
|
0.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.330 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.341 |
Avg. volume 6M: |
|
259.843 |
Avg. price 1Y: |
|
0.257 |
Avg. volume 1Y: |
|
228.516 |
Volatility 1M: |
|
86.95% |
Volatility 6M: |
|
121.21% |
Volatility 1Y: |
|
135.21% |
Volatility 3Y: |
|
- |