Soc. Generale Call 48 OMV 21.03.2.../  DE000SY64N16  /

EUWAX
11/15/2024  8:14:50 AM Chg.+0.001 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.007EUR +16.67% -
Bid Size: -
-
Ask Size: -
OMV AG 48.00 EUR 3/21/2025 Call
 

Master data

WKN: SY64N1
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 3/21/2025
Issue date: 8/13/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 184.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -0.94
Time value: 0.02
Break-even: 48.21
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.09
Theta: 0.00
Omega: 15.97
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -76.67%
3 Months
  -90.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.005
1M High / 1M Low: 0.033 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -