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

EUWAX
2024-05-30  9:14:13 AM Chg.-0.130 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.600EUR -17.81% -
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: 7.35
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.65
Implied volatility: 0.31
Historic volatility: 0.25
Parity: 0.65
Time value: 0.01
Break-even: 45.95
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.97
Theta: -0.01
Omega: 7.14
Rho: 0.02
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.81%
1 Month     0.00%
3 Months  
+87.50%
YTD  
+76.47%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.600
1M High / 1M Low: 0.830 0.440
6M High / 6M Low: 0.830 0.230
High (YTD): 2024-05-20 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:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.687
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.528
Avg. volume 1Y:   19.531
Volatility 1M:   161.61%
Volatility 6M:   150.62%
Volatility 1Y:   136.89%
Volatility 3Y:   -