Soc. Generale Call 46 OMV 20.09.2024
/ DE000SW1ZTE8
Soc. Generale Call 46 OMV 20.09.2.../ DE000SW1ZTE8 /
| 5/30/2024 8:12:15 AM |
Chg.-0.040 |
Bid5:50:56 PM |
Ask5:50:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-19.05% |
0.150
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
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: |
25.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.25 |
| Parity: |
-0.02 |
| Time value: |
0.18 |
| Break-even: |
47.80 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
14.06 |
| Rho: |
0.07 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
+13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.210 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
0.280 |
0.089 |
| High (YTD): |
5/15/2024 |
0.280 |
| Low (YTD): |
3/7/2024 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.62% |
| Volatility 6M: |
|
182.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
