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Soc. Generale Put 35 VZ 20.09.202.../  DE000SU2RAG0  /

EUWAX
2024-06-21  8:55:12 AM Chg.-0.003 Bid10:22:45 AM Ask10:22:45 AM Underlying Strike price Expiration date Option type
0.025EUR -10.71% 0.024
Bid Size: 25,000		 0.034
Ask Size: 25,000		 Verizon Communicatio... 35.00 USD 2024-09-20 Put
 

Master data

WKN: SU2RAG
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Put
Strike price: 35.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-23
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -107.39
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -0.49
Time value: 0.04
Break-even: 32.34
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 40.00%
Delta: -0.13
Theta: -0.01
Omega: -13.62
Rho: -0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.88%
1 Month
  -10.71%
3 Months
  -62.12%
YTD
  -84.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.027
1M High / 1M Low: 0.041 0.017
6M High / 6M Low: 0.170 0.017
High (YTD): 2024-01-11 0.140
Low (YTD): 2024-06-07 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.56%
Volatility 6M:   199.39%
Volatility 1Y:   -
Volatility 3Y:   -