Soc. Generale Put 38.01 OMV 20.06.2025
/ DE000SY0AA96
Soc. Generale Put 38.01 OMV 20.06.../ DE000SY0AA96 /
9/3/2024 9:43:59 AM |
Chg.-0.010 |
Bid9:30:11 PM |
Ask9:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-2.50% |
0.430 Bid Size: 8,000 |
0.450 Ask Size: 8,000 |
OMV AG |
38.01 EUR |
6/20/2025 |
Put |
Master data
WKN: |
SY0AA9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.01 EUR |
Maturity: |
6/20/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.22 |
Parity: |
-0.12 |
Time value: |
0.42 |
Break-even: |
34.02 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-3.59 |
Rho: |
-0.15 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-15.22% |
3 Months |
|
|
+18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.380 |
1M High / 1M Low: |
0.530 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.439 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |