Soc. Generale Call 40 OMV 20.09.2024
/ DE000SY1EBZ4
Soc. Generale Call 40 OMV 20.09.2.../ DE000SY1EBZ4 /
11/09/2024 19:04:05 |
Chg.-0.004 |
Bid11/09/2024 |
Ask11/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-80.00% |
0.001 Bid Size: 10,000 |
0.020 Ask Size: 10,000 |
OMV AG |
40.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SY1EBZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
06/06/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
183.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.22 |
Parity: |
-0.33 |
Time value: |
0.02 |
Break-even: |
40.20 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
41.03 |
Spread abs.: |
0.02 |
Spread %: |
300.00% |
Delta: |
0.14 |
Theta: |
-0.04 |
Omega: |
26.03 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-97.44% |
1 Month |
|
|
-98.72% |
3 Months |
|
|
-99.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.004 |
1M High / 1M Low: |
0.090 |
0.004 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
567.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |