Soc. Generale Call 48 VZ 20.06.20.../  DE000SV6A753  /

EUWAX
2024-07-24  9:44:56 AM Chg.- Bid8:24:10 AM Ask8:24:10 AM Underlying Strike price Expiration date Option type
0.047EUR - 0.059
Bid Size: 25,000
0.069
Ask Size: 25,000
Verizon Communicatio... 48.00 USD 2025-06-20 Call
 

Master data

WKN: SV6A75
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2025-06-20
Issue date: 2023-05-12
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.80
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.84
Time value: 0.06
Break-even: 44.82
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 20.83%
Delta: 0.18
Theta: 0.00
Omega: 11.21
Rho: 0.05
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.27%
1 Month
  -47.78%
3 Months
  -45.98%
YTD
  -27.69%
1 Year
  -34.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.047
1M High / 1M Low: 0.120 0.047
6M High / 6M Low: 0.170 0.047
High (YTD): 2024-04-04 0.170
Low (YTD): 2024-07-24 0.047
52W High: 2024-04-04 0.170
52W Low: 2023-10-12 0.031
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   0.083
Avg. volume 1Y:   0.000
Volatility 1M:   218.00%
Volatility 6M:   164.14%
Volatility 1Y:   161.30%
Volatility 3Y:   -