Soc. Generale Call 39.91 OMV 20.09.2024
/ DE000SW1ZTC2
Soc. Generale Call 39.91 OMV 20.0.../ DE000SW1ZTC2 /
| 05/07/2024 08:12:26 |
Chg.+0.030 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+10.34% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
39.91 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZTC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.91 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: |
14.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.16 |
| Break-even: |
42.86 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
9.19 |
| Rho: |
0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.00% |
| 1 Month |
|
|
-3.03% |
| 3 Months |
|
|
-21.95% |
| YTD |
|
|
+18.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.360 |
0.180 |
| 6M High / 6M Low: |
0.570 |
0.180 |
| High (YTD): |
21/05/2024 |
0.570 |
| Low (YTD): |
24/06/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.29% |
| Volatility 6M: |
|
168.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
