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Soc. Generale Call 42.54 OMV 21.0.../  DE000SQ87291  /

Frankfurt Zert./SG
15/05/2024  20:22:19 Chg.0.000 Bid21:27:13 Ask21:27:13 Underlying Strike price Expiration date Option type
0.490EUR 0.00% 0.500
Bid Size: 6,000		 0.560
Ask Size: 6,000		 OMV AG 42.54 EUR 21/06/2024 Call
 

Master data

WKN: SQ8729
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.54 EUR
Maturity: 21/06/2024
Issue date: 17/02/2023
Last trading day: 20/06/2024
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 9.11
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.51
Implied volatility: 0.28
Historic volatility: 0.25
Parity: 0.51
Time value: 0.04
Break-even: 47.74
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.90
Theta: -0.01
Omega: 8.25
Rho: 0.04
 

Quote data

Open: 0.520
High: 0.530
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+58.06%
1 Month  
+75.00%
3 Months  
+226.67%
YTD  
+172.22%
1 Year  
+40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.310
1M High / 1M Low: 0.490 0.190
6M High / 6M Low: 0.490 0.097
High (YTD): 14/05/2024 0.490
Low (YTD): 23/01/2024 0.097
52W High: 19/09/2023 0.670
52W Low: 23/01/2024 0.097
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.317
Avg. volume 1Y:   250
Volatility 1M:   241.58%
Volatility 6M:   187.53%
Volatility 1Y:   168.98%
Volatility 3Y:   -