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

Frankfurt Zert./SG
2024-06-21  1:26:54 PM Chg.-0.010 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.140
Bid Size: 15,000		 0.150
Ask Size: 15,000		 Verizon Communicatio... 40.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.49
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.02
Time value: 0.16
Break-even: 35.76
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.43
Theta: -0.01
Omega: -10.05
Rho: -0.04
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -17.65%
3 Months
  -33.33%
YTD
  -65.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: 0.410 0.100
High (YTD): 2024-01-11 0.350
Low (YTD): 2024-06-04 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.78%
Volatility 6M:   168.55%
Volatility 1Y:   -
Volatility 3Y:   -