Soc. Generale Put 38.01 OMV 20.06.2025
/ DE000SY0AA96
Soc. Generale Put 38.01 OMV 20.06.../ DE000SY0AA96 /
| 08/11/2024 10:09:04 |
Chg.+0.010 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+2.33% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
38.01 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
SY0AA9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.01 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
0.42 |
| Break-even: |
33.64 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-3.69 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
+7.32% |
| 3 Months |
|
|
-10.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.430 |
| 1M High / 1M Low: |
0.440 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
