OverviewChartNewsTraderScreen

Soc. Generale Call 36 VZ 20.06.20.../  DE000SV6A7Z8  /

EUWAX
1/23/2025  10:06:37 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.380EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Verizon Communicatio... 36.00 USD 6/20/2025 Call
 

Master data

WKN: SV6A7Z
Issuer: Société Générale
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 6/20/2025
Issue date: 5/12/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.28
Implied volatility: 0.21
Historic volatility: 0.19
Parity: 0.28
Time value: 0.11
Break-even: 38.49
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.77
Theta: -0.01
Omega: 7.43
Rho: 0.10
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -15.56%
3 Months
  -36.67%
YTD
  -11.63%
1 Year
  -44.12%
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.470 0.330
6M High / 6M Low: 0.830 0.330
High (YTD): 1/6/2025 0.470
Low (YTD): 1/13/2025 0.330
52W High: 11/28/2024 0.830
52W Low: 1/13/2025 0.330
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.596
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   87.55%
Volatility 6M:   100.89%
Volatility 1Y:   96.05%
Volatility 3Y:   -