Soc. Generale Call 38 OMV 21.06.2024
/ DE000SV69HP1
Soc. Generale Call 38 OMV 21.06.2.../ DE000SV69HP1 /
| 29/05/2024 09:16:20 |
Chg.-0.010 |
Bid19:26:38 |
Ask19:26:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-1.15% |
0.780
Bid Size: 4,000 |
0.840
Ask Size: 4,000 |
OMV AG |
38.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SV69HP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
08/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.25 |
| Parity: |
0.85 |
| Time value: |
0.05 |
| Break-even: |
47.00 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
4.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.49% |
| 1 Month |
|
|
+53.57% |
| 3 Months |
|
|
+104.76% |
| YTD |
|
|
+104.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.830 |
| 1M High / 1M Low: |
0.960 |
0.560 |
| 6M High / 6M Low: |
0.960 |
0.300 |
| High (YTD): |
21/05/2024 |
0.960 |
| Low (YTD): |
23/01/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.525 |
| Avg. volume 6M: |
|
124.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.28% |
| Volatility 6M: |
|
130.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
