Soc. Generale Put 40 VZ 20.09.202.../  DE000SU26J13  /

Frankfurt Zert./SG
2024-08-08  9:27:42 PM Chg.-0.008 Bid9:32:05 PM Ask9:32:05 PM Underlying Strike price Expiration date Option type
0.076EUR -9.52% 0.077
Bid Size: 500,000
0.087
Ask Size: 500,000
Verizon Communicatio... 40.00 USD 2024-09-20 Put
 

Master data

WKN: SU26J1
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 40.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.61
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.03
Time value: 0.10
Break-even: 35.62
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 11.36%
Delta: -0.43
Theta: -0.01
Omega: -16.13
Rho: -0.02
 

Quote data

Open: 0.089
High: 0.090
Low: 0.067
Previous Close: 0.084
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+38.18%
1 Month
  -13.64%
3 Months
  -60.00%
YTD
  -81.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.055
1M High / 1M Low: 0.140 0.053
6M High / 6M Low: 0.270 0.053
High (YTD): 2024-01-11 0.350
Low (YTD): 2024-07-17 0.053
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   561.82%
Volatility 6M:   278.81%
Volatility 1Y:   -
Volatility 3Y:   -