Soc. Generale Call 46 OMV 20.09.2024
/ DE000SW1ZTE8
Soc. Generale Call 46 OMV 20.09.2.../ DE000SW1ZTE8 /
| 5/22/2024 11:13:12 AM |
Chg.-0.040 |
Bid5/22/2024 |
Ask5/22/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-14.29% |
0.240
Bid Size: 25,000 |
0.250
Ask Size: 25,000 |
OMV AG |
46.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZTE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.25 |
| Parity: |
0.21 |
| Time value: |
0.09 |
| Break-even: |
49.00 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
13.00 |
| Rho: |
0.12 |
Quote data
| Open: |
0.280 |
| High: |
0.290 |
| Low: |
0.240 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.280 |
0.130 |
| 6M High / 6M Low: |
0.280 |
0.090 |
| High (YTD): |
5/21/2024 |
0.280 |
| Low (YTD): |
3/11/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.62% |
| Volatility 6M: |
|
152.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
