SAN implementation(SQL) - Any affect on performance ?

Hi all,

Running 3 Physical Windows servers (SEPM's), with 1 SQL 2012 DB (dedicated server and local storage on server). Our customer has just installed
a VMax SAN network and now wants to move all data (including the SEP DB) to the SAN network and virtualize the SQL server. The SAN has a 10GBps link. 

I would like to know if anyone has or is using a SAN for DB storage while  SQL Server has been virtualized to connect from the SEPM?

SEP version: SEP 12RU4MP1

SQL version: SQL 2012.