Soc. Generale Put 42.76 OMV 21.06.2024
/ DE000SW2N2R3
Soc. Generale Put 42.76 OMV 21.06.../ DE000SW2N2R3 /
| 05/06/2024 13:24:26 |
Chg.-0.010 |
Bid17:29:56 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
42.76 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
SW2N2R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.76 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
24/08/2023 |
| Last trading day: |
05/06/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.16 |
| Time value: |
0.07 |
| Break-even: |
40.57 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-12.51 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
-68.12% |
| YTD |
|
|
-71.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.110 |
| 6M High / 6M Low: |
0.890 |
0.110 |
| High (YTD): |
17/01/2024 |
0.890 |
| Low (YTD): |
21/05/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
203.252 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.81% |
| Volatility 6M: |
|
149.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
