Soc. Generale Put 40 OMV 21.03.2025
/ DE000SY1ECK4
Soc. Generale Put 40 OMV 21.03.20.../ DE000SY1ECK4 /
| 2024-12-27 9:45:10 PM |
Chg.-0.030 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-8.11% |
0.330
Bid Size: 9,100 |
0.350
Ask Size: 9,100 |
OMV AG |
40.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
SY1ECK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.28 |
| Time value: |
0.07 |
| Break-even: |
36.50 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-7.12 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-10.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.340 |
| 1M High / 1M Low: |
0.390 |
0.280 |
| 6M High / 6M Low: |
0.450 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.355 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.55% |
| Volatility 6M: |
|
113.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
