Soc. Generale Call 56 OMV 20.09.2024
/ DE000SW2BHT0
Soc. Generale Call 56 OMV 20.09.2.../ DE000SW2BHT0 /
| 5/28/2024 8:30:39 AM |
Chg.+0.001 |
Bid9:13:18 PM |
Ask9:13:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
+5.00% |
0.016
Bid Size: 10,000 |
0.026
Ask Size: 10,000 |
OMV AG |
56.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW2BHT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
156.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
-0.91 |
| Time value: |
0.03 |
| Break-even: |
56.30 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
17.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+61.54% |
| YTD |
|
|
-36.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.019 |
| 1M High / 1M Low: |
0.031 |
0.012 |
| 6M High / 6M Low: |
0.044 |
0.008 |
| High (YTD): |
1/3/2024 |
0.034 |
| Low (YTD): |
3/26/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
477.10% |
| Volatility 6M: |
|
337.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
