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Soc. Generale Call 40 VZ 20.09.20.../  DE000SQ3HG96  /

EUWAX
2024-07-24  9:05:13 AM Chg.- Bid8:30:20 AM Ask8:30:20 AM Underlying Strike price Expiration date Option type
0.061EUR - 0.100
Bid Size: 15,000		 0.110
Ask Size: 15,000		 Verizon Communicatio... 40.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HG9
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.10
Time value: 0.07
Break-even: 37.60
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 15.87%
Delta: 0.40
Theta: -0.01
Omega: 19.52
Rho: 0.02
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.079
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.54%
1 Month
  -69.50%
3 Months
  -64.12%
YTD
  -49.17%
1 Year
  -44.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.061
1M High / 1M Low: 0.270 0.061
6M High / 6M Low: 0.380 0.061
High (YTD): 2024-02-02 0.380
Low (YTD): 2024-07-24 0.061
52W High: 2024-02-02 0.380
52W Low: 2023-10-12 0.032
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   909.091
Avg. price 6M:   0.213
Avg. volume 6M:   275.591
Avg. price 1Y:   0.159
Avg. volume 1Y:   253.906
Volatility 1M:   284.28%
Volatility 6M:   216.33%
Volatility 1Y:   219.84%
Volatility 3Y:   -