Soc. Generale Call 42 OMV 20.12.2.../  DE000SY1EB66  /

Frankfurt Zert./SG
11/15/2024  5:42:01 PM Chg.+0.002 Bid5:53:36 PM Ask5:53:36 PM Underlying Strike price Expiration date Option type
0.014EUR +16.67% -
Bid Size: -
-
Ask Size: -
OMV AG 42.00 EUR 12/20/2024 Call
 

Master data

WKN: SY1EB6
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 12/20/2024
Issue date: 6/6/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 173.73
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -0.38
Time value: 0.02
Break-even: 42.22
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.82
Spread abs.: 0.01
Spread %: 83.33%
Delta: 0.14
Theta: -0.01
Omega: 24.68
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.021
Low: 0.011
Previous Close: 0.012
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -75.86%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.010
1M High / 1M Low: 0.074 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -