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

EUWAX
29/05/2024  09:51:43 Chg.-0.080 Bid15:53:50 Ask15:53:50 Underlying Strike price Expiration date Option type
0.380EUR -17.39% 0.320
Bid Size: 10,000		 0.340
Ask Size: 10,000		 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: 10.47
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.42
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.42
Time value: 0.05
Break-even: 46.98
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.85
Theta: -0.03
Omega: 8.88
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.45%
1 Month  
+80.95%
3 Months  
+153.33%
YTD  
+123.53%
1 Year  
+22.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.420
1M High / 1M Low: 0.570 0.200
6M High / 6M Low: 0.570 0.097
High (YTD): 20/05/2024 0.570
Low (YTD): 23/01/2024 0.097
52W High: 19/09/2023 0.670
52W Low: 23/01/2024 0.097
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   2,142.857
Avg. price 6M:   0.221
Avg. volume 6M:   362.903
Avg. price 1Y:   0.323
Avg. volume 1Y:   175.781
Volatility 1M:   317.58%
Volatility 6M:   237.96%
Volatility 1Y:   199.49%
Volatility 3Y:   -