Soc. Generale Call 38.01 OMV 20.0.../  DE000SU13UW0  /

EUWAX
2024-06-14  10:08:59 AM Chg.-0.120 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.530EUR -18.46% -
Bid Size: -
-
Ask Size: -
OMV AG 38.01 EUR 2025-06-20 Call
 

Master data

WKN: SU13UW
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 38.01 EUR
Maturity: 2025-06-20
Issue date: 2023-11-13
Last trading day: 2025-06-19
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.11
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.11
Time value: 0.46
Break-even: 43.43
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.64
Theta: -0.01
Omega: 4.65
Rho: 0.20
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.35%
1 Month
  -37.65%
3 Months
  -1.85%
YTD  
+1.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.530
1M High / 1M Low: 0.870 0.530
6M High / 6M Low: 0.870 0.410
High (YTD): 2024-05-20 0.870
Low (YTD): 2024-01-22 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.743
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   35.720
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.44%
Volatility 6M:   102.70%
Volatility 1Y:   -
Volatility 3Y:   -