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

EUWAX
8/16/2024  9:51:35 AM Chg.-0.050 Bid6:12:09 PM Ask6:12:09 PM Underlying Strike price Expiration date Option type
0.260EUR -16.13% 0.280
Bid Size: 400,000		 0.290
Ask Size: 400,000		 Verizon Communicatio... 40.00 USD 6/20/2025 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: 6/20/2025
Issue date: 5/12/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.03
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: 0.00
Time value: 0.28
Break-even: 39.25
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.61
Theta: -0.01
Omega: 7.96
Rho: 0.16
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -23.53%
3 Months
  -21.21%
YTD  
+23.81%
1 Year  
+73.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.300
1M High / 1M Low: 0.420 0.230
6M High / 6M Low: 0.470 0.230
High (YTD): 4/4/2024 0.470
Low (YTD): 7/24/2024 0.230
52W High: 4/4/2024 0.470
52W Low: 10/12/2023 0.085
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   212.598
Avg. price 1Y:   0.270
Avg. volume 1Y:   181.641
Volatility 1M:   163.31%
Volatility 6M:   118.93%
Volatility 1Y:   140.35%
Volatility 3Y:   -