Soc. Generale Put 45 OMV 20.09.2024
/ DE000SW2N2S1
Soc. Generale Put 45 OMV 20.09.20.../ DE000SW2N2S1 /
| 2024-05-30 8:57:46 AM |
Chg.+0.050 |
Bid9:18:44 AM |
Ask9:18:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+20.00% |
0.320
Bid Size: 20,000 |
0.330
Ask Size: 20,000 |
OMV AG |
45.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW2N2S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-0.15 |
| Time value: |
0.27 |
| Break-even: |
42.30 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-6.42 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
-58.90% |
| YTD |
|
|
-63.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.250 |
| 1M High / 1M Low: |
0.440 |
0.220 |
| 6M High / 6M Low: |
0.950 |
0.220 |
| High (YTD): |
2024-01-17 |
0.950 |
| Low (YTD): |
2024-05-22 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.642 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.93% |
| Volatility 6M: |
|
101.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
