Soc. Generale Put 40 OMV 20.09.2024
/ DE000SW1ZTM1
Soc. Generale Put 40 OMV 20.09.20.../ DE000SW1ZTM1 /
| 2024-05-29 8:12:43 AM |
Chg.+0.002 |
Bid1:46:57 PM |
Ask1:46:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+2.27% |
0.110
Bid Size: 40,000 |
0.120
Ask Size: 40,000 |
OMV AG |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZTM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-46.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-0.65 |
| Time value: |
0.10 |
| Break-even: |
39.00 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-8.38 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.088 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-59.09% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
-82.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.088 |
| 1M High / 1M Low: |
0.220 |
0.088 |
| 6M High / 6M Low: |
0.580 |
0.088 |
| High (YTD): |
2024-01-18 |
0.580 |
| Low (YTD): |
2024-05-28 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.51% |
| Volatility 6M: |
|
115.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
