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Soc. Generale Call 40 VZ 20.12.20.../  DE000SQ6ABU2  /

Frankfurt Zert./SG
10/4/2024  9:45:11 PM Chg.-0.020 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
0.400EUR -4.76% 0.400
Bid Size: 15,000		 0.410
Ask Size: 15,000		 Verizon Communicatio... 40.00 USD 12/20/2024 Call
 

Master data

WKN: SQ6ABU
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 12/20/2024
Issue date: 12/9/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.82
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.38
Implied volatility: 0.14
Historic volatility: 0.21
Parity: 0.38
Time value: 0.03
Break-even: 40.55
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.96
Theta: 0.00
Omega: 9.42
Rho: 0.07
 

Quote data

Open: 0.410
High: 0.420
Low: 0.370
Previous Close: 0.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+81.82%
3 Months  
+53.85%
YTD  
+150.00%
1 Year  
+534.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.480 0.220
6M High / 6M Low: 0.480 0.150
High (YTD): 10/1/2024 0.480
Low (YTD): 7/23/2024 0.150
52W High: 10/1/2024 0.480
52W Low: 10/13/2023 0.056
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.242
Avg. volume 1Y:   19.531
Volatility 1M:   187.48%
Volatility 6M:   185.29%
Volatility 1Y:   181.48%
Volatility 3Y:   -