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

EUWAX
25/07/2024  08:08:28 Chg.-0.040 Bid09:42:19 Ask09:42:19 Underlying Strike price Expiration date Option type
0.100EUR -28.57% 0.110
Bid Size: 15,000		 0.120
Ask Size: 15,000		 Verizon Communicatio... 40.00 USD 20/09/2024 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: 20/09/2024
Issue date: 05/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.28
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.03
Implied volatility: 0.18
Historic volatility: 0.20
Parity: 0.03
Time value: 0.08
Break-even: 35.81
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.50
Theta: -0.01
Omega: -16.65
Rho: -0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+92.31%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.052
1M High / 1M Low: 0.140 0.052
6M High / 6M Low: 0.270 0.052
High (YTD): 02/01/2024 0.330
Low (YTD): 19/07/2024 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   448.67%
Volatility 6M:   235.27%
Volatility 1Y:   -
Volatility 3Y:   -