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

EUWAX
2024-05-17  10:09:49 AM Chg.-0.020 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.400EUR -4.76% -
Bid Size: -		 -
Ask Size: -		 Verizon Communicatio... 36.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2022-10-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.39
Implied volatility: 0.24
Historic volatility: 0.22
Parity: 0.39
Time value: 0.02
Break-even: 37.23
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 8.52
Rho: 0.03
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month
  -2.44%
3 Months
  -16.67%
YTD  
+60.00%
1 Year  
+37.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.400
1M High / 1M Low: 0.470 0.310
6M High / 6M Low: 0.650 0.220
High (YTD): 2024-02-01 0.650
Low (YTD): 2024-05-06 0.310
52W High: 2024-02-01 0.650
52W Low: 2023-10-12 0.063
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   175.74%
Volatility 6M:   151.32%
Volatility 1Y:   187.25%
Volatility 3Y:   -