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Soc. Generale Call 36 VZ 21.06.20.../  DE000SQ1NYB8  /

EUWAX
5/31/2024  9:56:40 AM Chg.+0.090 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.400EUR +29.03% -
Bid Size: -		 -
Ask Size: -		 Verizon Communicatio... 36.00 USD 6/21/2024 Call
 

Master data

WKN: SQ1NYB
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 6/21/2024
Issue date: 10/10/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.47
Implied volatility: 0.38
Historic volatility: 0.22
Parity: 0.47
Time value: 0.02
Break-even: 38.08
Moneyness: 1.14
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 7.30
Rho: 0.02
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month     0.00%
3 Months
  -4.76%
YTD  
+60.00%
1 Year  
+48.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.300
1M High / 1M Low: 0.440 0.300
6M High / 6M Low: 0.650 0.220
High (YTD): 2/1/2024 0.650
Low (YTD): 5/29/2024 0.300
52W High: 2/1/2024 0.650
52W Low: 10/12/2023 0.063
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.361
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   0.291
Avg. volume 1Y:   0.000
Volatility 1M:   153.80%
Volatility 6M:   156.72%
Volatility 1Y:   189.03%
Volatility 3Y:   -