Soc. Generale Call 50 VZ 20.12.20.../  DE000SQ6VBA0  /

EUWAX
2024-06-19  8:37:54 AM Chg.- Bid7:54:53 AM Ask7:54:53 AM Underlying Strike price Expiration date Option type
0.012EUR - 0.011
Bid Size: 25,000
0.021
Ask Size: 25,000
Verizon Communicatio... 50.00 USD 2024-12-20 Call
 

Master data

WKN: SQ6VBA
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 177.59
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -0.92
Time value: 0.02
Break-even: 46.73
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.09
Theta: 0.00
Omega: 15.92
Rho: 0.02
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.29%
3 Months
  -61.29%
YTD
  -36.84%
1 Year
  -70.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.010
1M High / 1M Low: 0.026 0.009
6M High / 6M Low: 0.076 0.009
High (YTD): 2024-02-02 0.076
Low (YTD): 2024-05-30 0.009
52W High: 2024-02-02 0.076
52W Low: 2024-05-30 0.009
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.029
Avg. volume 1Y:   0.000
Volatility 1M:   408.43%
Volatility 6M:   284.77%
Volatility 1Y:   224.13%
Volatility 3Y:   -