Soc. Generale Call 52 VZ 21.03.20.../  DE000SQ84LP2  /

Frankfurt Zert./SG
2024-07-26  9:51:18 PM Chg.+0.001 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.013EUR +8.33% 0.012
Bid Size: 45,000
0.022
Ask Size: 45,000
Verizon Communicatio... 52.00 USD 2025-03-21 Call
 

Master data

WKN: SQ84LP
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 2025-03-21
Issue date: 2023-02-15
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 167.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -1.10
Time value: 0.02
Break-even: 48.12
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 83.33%
Delta: 0.09
Theta: 0.00
Omega: 14.28
Rho: 0.02
 

Quote data

Open: 0.013
High: 0.013
Low: 0.011
Previous Close: 0.012
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -55.17%
1 Month
  -38.10%
3 Months
  -53.57%
YTD
  -45.83%
1 Year
  -62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.007
1M High / 1M Low: 0.033 0.007
6M High / 6M Low: 0.075 0.007
High (YTD): 2024-02-01 0.075
Low (YTD): 2024-07-23 0.007
52W High: 2024-02-01 0.075
52W Low: 2024-07-23 0.007
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.031
Avg. volume 1Y:   0.000
Volatility 1M:   413.95%
Volatility 6M:   261.53%
Volatility 1Y:   218.43%
Volatility 3Y:   -