Soc. Generale Call 40 VZ 20.12.2024
/ DE000SQ6ABU2
Soc. Generale Call 40 VZ 20.12.20.../ DE000SQ6ABU2 /
04/10/2024 21:45:11 |
Chg.-0.020 |
Bid21:59:16 |
Ask21:59:16 |
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 |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
09/12/2022 |
Last trading day: |
19/12/2024 |
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): |
01/10/2024 |
0.480 |
Low (YTD): |
23/07/2024 |
0.150 |
52W High: |
01/10/2024 |
0.480 |
52W Low: |
13/10/2023 |
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: |
|
- |