OverviewChartNewsTraderScreen

Soc. Generale Call 46 VZ 19.12.20.../  DE000SU2YKW2  /

Frankfurt Zert./SG
2024-07-24  9:35:54 PM Chg.+0.020 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.150
Bid Size: 30,000		 0.160
Ask Size: 30,000		 Verizon Communicatio... 46.00 USD 2025-12-19 Call
 

Master data

WKN: SU2YKW
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2025-12-19
Issue date: 2023-11-29
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.60
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.66
Time value: 0.14
Break-even: 43.80
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.32
Theta: 0.00
Omega: 8.25
Rho: 0.14
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.78%
1 Month
  -21.05%
3 Months
  -16.67%
YTD  
+15.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.130
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: 0.290 0.130
High (YTD): 2024-04-03 0.290
Low (YTD): 2024-07-23 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.44%
Volatility 6M:   127.40%
Volatility 1Y:   -
Volatility 3Y:   -