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Soc. Generale Call 40 VZ 20.06.20.../  DE000SV6A712  /

EUWAX
2024-07-24  9:44:56 AM Chg.- Bid8:20:40 AM Ask8:20:40 AM Underlying Strike price Expiration date Option type
0.230EUR - 0.270
Bid Size: 15,000		 0.280
Ask Size: 15,000		 Verizon Communicatio... 40.00 USD 2025-06-20 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: 2025-06-20
Issue date: 2023-05-12
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.94
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.10
Time value: 0.24
Break-even: 39.27
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.54
Theta: -0.01
Omega: 8.12
Rho: 0.16
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -34.29%
3 Months
  -25.81%
YTD  
+9.52%
1 Year  
+27.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.230
1M High / 1M Low: 0.420 0.230
6M High / 6M Low: 0.470 0.230
High (YTD): 2024-04-04 0.470
Low (YTD): 2024-07-24 0.230
52W High: 2024-04-04 0.470
52W Low: 2023-10-12 0.085
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   259.843
Avg. price 1Y:   0.261
Avg. volume 1Y:   228.516
Volatility 1M:   146.94%
Volatility 6M:   116.91%
Volatility 1Y:   139.21%
Volatility 3Y:   -