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

EUWAX
17/07/2024  10:06:00 Chg.+0.030 Bid16:55:59 Ask16:55:59 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:   -