Soc. Generale Put 42.76 OMV 21.03.2025
/ DE000SW8GRC1
Soc. Generale Put 42.76 OMV 21.03.../ DE000SW8GRC1 /
| 2024-06-05 10:15:23 AM |
Chg.- |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
42.76 - |
2025-03-21 |
Put |
Master data
| WKN: |
SW8GRC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.76 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2024-06-06 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
0.37 |
| Time value: |
0.08 |
| Break-even: |
38.48 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-5.44 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.400 |
| Turnover: |
3,600 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.450 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
1,538.462 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
