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Soc. Generale Call 38 VZ 20.09.20.../  DE000SQ3HG88  /

Frankfurt Zert./SG
2024-05-02  9:43:42 PM Chg.-0.060 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.230EUR -20.69% 0.240
Bid Size: 25,000		 0.250
Ask Size: 25,000		 Verizon Communicatio... 38.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HG8
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.55
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.11
Implied volatility: 0.20
Historic volatility: 0.22
Parity: 0.11
Time value: 0.16
Break-even: 38.16
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.67
Theta: -0.01
Omega: 9.05
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.270
Low: 0.230
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -52.08%
3 Months
  -54.90%
YTD  
+21.05%
1 Year
  -25.81%
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.500 0.240
6M High / 6M Low: 0.510 0.160
High (YTD): 2024-02-02 0.510
Low (YTD): 2024-01-11 0.230
52W High: 2024-02-02 0.510
52W Low: 2023-10-12 0.057
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   0.229
Avg. volume 1Y:   0.000
Volatility 1M:   187.79%
Volatility 6M:   160.09%
Volatility 1Y:   177.94%
Volatility 3Y:   -