Soc. Generale Call 54 OMV 20.09.2024
/ DE000SW1ZTJ7
Soc. Generale Call 54 OMV 20.09.2.../ DE000SW1ZTJ7 /
| 2024-05-30 8:12:14 AM |
Chg.-0.010 |
Bid3:01:19 PM |
Ask3:01:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-33.33% |
0.014
Bid Size: 40,000 |
0.024
Ask Size: 40,000 |
OMV AG |
54.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
158.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
-0.82 |
| Time value: |
0.03 |
| Break-even: |
54.29 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
52.63% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
17.96 |
| Rho: |
0.02 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
-54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.030 |
| 1M High / 1M Low: |
0.050 |
0.020 |
| 6M High / 6M Low: |
0.052 |
0.016 |
| High (YTD): |
2024-05-15 |
0.050 |
| Low (YTD): |
2024-03-07 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.031 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.70% |
| Volatility 6M: |
|
266.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
