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Soc. Generale Call 39.71 OMV 21.0.../  DE000SV49E28  /

Frankfurt Zert./SG
2024-05-31  12:16:01 PM Chg.+0.040 Bid12:39:43 PM Ask12:39:43 PM Underlying Strike price Expiration date Option type
0.620EUR +6.90% 0.630
Bid Size: 10,000		 0.650
Ask Size: 10,000		 OMV AG 39.71 EUR 2024-06-21 Call
 

Master data

WKN: SV49E2
Issuer: Société Générale
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 39.71 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 7.87
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.60
Implied volatility: 0.29
Historic volatility: 0.25
Parity: 0.60
Time value: 0.01
Break-even: 45.48
Moneyness: 1.14
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.98
Theta: -0.01
Omega: 7.68
Rho: 0.02
 

Quote data

Open: 0.590
High: 0.620
Low: 0.560
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.68%
1 Month  
+24.00%
3 Months  
+93.75%
YTD  
+82.35%
1 Year  
+55.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.580
1M High / 1M Low: 0.830 0.440
6M High / 6M Low: 0.830 0.230
High (YTD): 2024-05-21 0.830
Low (YTD): 2024-01-23 0.230
52W High: 2023-09-19 0.930
52W Low: 2024-01-23 0.230
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.671
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   149.57%
Volatility 6M:   127.09%
Volatility 1Y:   121.45%
Volatility 3Y:   -