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Soc. Generale Call 37.73 OMV 21.0.../  DE000SV49E28  /

EUWAX
6/11/2024  9:23:25 AM Chg.- Bid8:30:41 AM Ask8:30:41 AM Underlying Strike price Expiration date Option type
0.440EUR - 0.380
Bid Size: 7,900		 0.460
Ask Size: 7,900		 OMV AG 37.73 EUR 6/21/2024 Call
 

Master data

WKN: SV49E2
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 37.73 EUR
Maturity: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 8.98:1
Exercise type: American
Quanto: -
Gearing: 10.10
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.45
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 0.45
Time value: 0.01
Break-even: 41.86
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.95
Theta: -0.02
Omega: 9.55
Rho: 0.01
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -41.33%
3 Months  
+57.14%
YTD  
+29.41%
1 Year
  -16.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.330
1M High / 1M Low: 0.830 0.330
6M High / 6M Low: 0.830 0.230
High (YTD): 5/20/2024 0.830
Low (YTD): 1/23/2024 0.230
52W High: 9/19/2023 0.930
52W Low: 1/23/2024 0.230
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.659
Avg. volume 1M:   0.000
Avg. price 6M:   0.434
Avg. volume 6M:   0.000
Avg. price 1Y:   0.526
Avg. volume 1Y:   0.000
Volatility 1M:   234.28%
Volatility 6M:   172.20%
Volatility 1Y:   147.72%
Volatility 3Y:   -