Soc. Generale Call 42 OMV 20.12.2024
/ DE000SY1EB66
Soc. Generale Call 42 OMV 20.12.2.../ DE000SY1EB66 /
| 09/09/2024 19:01:21 |
Chg.+0.004 |
Bid20:02:39 |
Ask20:02:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+5.88% |
0.068
Bid Size: 10,000 |
0.078
Ask Size: 10,000 |
OMV AG |
42.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SY1EB6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.41 |
| Time value: |
0.08 |
| Break-even: |
42.75 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
15.38% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
13.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.073 |
| High: |
0.075 |
| Low: |
0.071 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-78.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.068 |
| 1M High / 1M Low: |
0.140 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
1,676.190 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
