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

EUWAX
7/25/2024  8:08:28 AM Chg.-0.040 Bid8:15:35 AM Ask8:15:35 AM Underlying Strike price Expiration date Option type
0.100EUR -28.57% 0.100
Bid Size: 15,000		 0.110
Ask Size: 15,000		 Verizon Communicatio... 40.00 USD 9/20/2024 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: 9/20/2024
Issue date: 12/5/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.90
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.10
Implied volatility: 0.18
Historic volatility: 0.20
Parity: 0.10
Time value: 0.05
Break-even: 35.37
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.61
Theta: -0.01
Omega: -14.52
Rho: -0.04
 

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): 1/2/2024 0.330
Low (YTD): 7/19/2024 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:   -