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

Frankfurt Zert./SG
2024-05-28  9:46:55 PM Chg.-0.030 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.730EUR -3.95% -
Bid Size: -		 -
Ask Size: -		 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: 6.20
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.76
Implied volatility: 0.52
Historic volatility: 0.25
Parity: 0.76
Time value: 0.04
Break-even: 47.27
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.91
Theta: -0.02
Omega: 5.65
Rho: 0.02
 

Quote data

Open: 0.760
High: 0.760
Low: 0.690
Previous Close: 0.760
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+5.80%
1 Month  
+62.22%
3 Months  
+128.13%
YTD  
+114.71%
1 Year  
+43.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.690
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:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.666
Avg. volume 1M:   0.000
Avg. price 6M:   0.416
Avg. volume 6M:   0.000
Avg. price 1Y:   0.524
Avg. volume 1Y:   0.000
Volatility 1M:   142.82%
Volatility 6M:   125.76%
Volatility 1Y:   121.76%
Volatility 3Y:   -