OverviewChartNewsTraderScreen

Soc. Generale Call 46 VZ 19.09.20.../  DE000SU2KSZ7  /

Frankfurt Zert./SG
2024-07-25  5:56:52 PM Chg.+0.010 Bid2024-07-25 Ask2024-07-25 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 450,000		 0.140
Ask Size: 450,000		 Verizon Communicatio... 46.00 USD 2025-09-19 Call
 

Master data

WKN: SU2KSZ
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2025-09-19
Issue date: 2023-11-21
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.16
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.58
Time value: 0.13
Break-even: 43.74
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.32
Theta: 0.00
Omega: 8.99
Rho: 0.12
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -18.75%
3 Months
  -13.33%
YTD  
+18.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.100
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: 0.260 0.100
High (YTD): 2024-04-03 0.260
Low (YTD): 2024-07-23 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.35%
Volatility 6M:   147.44%
Volatility 1Y:   -
Volatility 3Y:   -