Soc. Generale Call 38.01 OMV 20.09.2024
/ DE000SW1ZTB4
Soc. Generale Call 38.01 OMV 20.0.../ DE000SW1ZTB4 /
| 29/07/2024 08:13:28 |
Chg.+0.030 |
Bid15:39:14 |
Ask15:39:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+13.64% |
0.220
Bid Size: 20,000 |
0.230
Ask Size: 20,000 |
OMV AG |
38.01 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZTB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.01 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
0.09 |
| Time value: |
0.17 |
| Break-even: |
40.48 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
9.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-41.86% |
| YTD |
|
|
-28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.200 |
| 1M High / 1M Low: |
0.480 |
0.200 |
| 6M High / 6M Low: |
0.760 |
0.200 |
| High (YTD): |
21/05/2024 |
0.760 |
| Low (YTD): |
25/07/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.44% |
| Volatility 6M: |
|
151.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
